As a GM, I've played both female and male NPCs, in approximately equal proportions. Judging from GMs in games I've played in, this is pretty much standard.
As a player, I tend to strongly prefer playing male characters. I'm already used to the pronoun, my normal vocal and physical mannerisms fit male characters better, and most of the fictional characters I identify with from books, movies, and TV are male (which makes me more inclined to make a male character to begin with).
So I'd say that at least 95% of my characters tend to be male. Now, if I think there's a good reason for my new character to be female, then that's what she'll be. You know, the same way that if I think there's a good reason for my new character to be an elf or an alien or a locksmith, then I'll make it an elf or an alien or a locksmith. Any character I pick is going to have some kind of "This-Isn't-Me" personality or skillset or background attached to it that I'm going to have to roleplay, and I don't see how being a woman is supposed to be so much weirder and so much more difficult than any of the other weird, difficult things I'll be trying with a given PC. Hey, 51% of the population and 60% of my gaming group are women in real life all the time, and not only do they seem to be coping with it just fine, somehow they don't seem to be too strange for me to understand.
So it's not really that big a deal for me or my friends if someone does a cross-gender character (we don't generally subscribe to the "women are fundamentally incomprehensible to men and vice versa" notion and we all agree that any character who is utterly dominated by her or his genitals is neither interesting nor fun to play). I've been in groups where it would have been a problem, though, and in those cases I've just shelved the character concept that struck me as female and looked for a different one instead.
And I also think there are some players who can make playing a crossgender character a problem, but then, they also seem to usually be those players who will make any character they play a problem.
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anyway, what a pc does, likes, and believes tends to be more important than anything else
ryan