I don't have a particular preference for what country I like to play as when gaming, but I do have a tendency to pick the country/faction that I would guess a lot of others don't pick. I like taking the side of the American Indians, South American or African countries, whatever I can imagine others looking at and going, "No way!"
I think that is a bit of a personality thing though. I also loathe bandwagon fans, whatever teams are currently popular due to bandwagon fans, and secretly finding myself rooting for the visiting team, unless I'm playing in said game. I guess that would make me an underdog fanboy or something, eh?