I haven't played paper and pencil games for some time, but I'm active in online games. My reason for playing a female character was my interest in writing. I figured that if I could play a female character successfully in an RPG, I was more likely to create a believable female character in a story.
My one bright, shining moment came in Star Wars Galaxies where my character was a dancer in the cantina and a guy told me that I had a nice butt. I was nice, and thanked him politely rather than telling him that he was hitting on a 64-year-old guy.