Usually I tend to choose white human male mage/rogue.
I can play any character though, sometimes I play a woman, sometimes Asian, sometimes black... it doesn't matter to me. The class does matter, I prefer to play non-combat characters if possible, or at least not be a warrior, so I usually choose mage/rogue, though I love dwarfs, they usually are made to be fighters so I more often play as a human. Albeit I really play variously. In games with firearms I always use firearms. Arcanum, Fallout... melee combat just feels wrong in these settings for me.
But...
If I can make my whole party, then it will definitely be a party of evil male dwarven warriors and their cleric as a leader. No pussy rogues or mages, no weak women, no dumb good guys... just violence, gore and gold
There are exceptions due to a game, like if I can play only a male, then i will obviously play a male. In DA2 I played as a woman due to amazing voice actress (while male voice was terrible). I felt just as emotionally engaged, as when I played Gothic, as a male. My tendency to choose white males is just a habit I sometimes follow, sometimes not. The class choice is practical, obviously. A group of evil dwarves is the best thing ever, though.
Oh, and I
never play inferior elves