I don't know why this is an issue and why people feel the need to defend themselves with: If I'm going to look at an ass it might just as well be female. What? Can't you look at a man for 10 minutes without being crippled with fear of "the gay"?
Anyway, when I play RPGs, I actually play them for the Role playing, you know the RP of the acronym RPG.
So I make whatever character I like and I don't care what people think. As an added bonus, my female undead rogue in WoW got lots of free stuff for some reason.
My favorite character so far has to be my Mage in the pen and paper game Ars Magica, and I roleplay a female. No one else seem to think that is weird. After all, the sweetest and most innocent person I know is roleplaying a pyromaniac that accidentally burns stuff. I would say that is just as much of a difference of character between himself and his Ars Magica character.