I enjoy role playing as females, as shown with my long list of female PCs played in various NWN and NWN2 Persistent worlds.
Heck, I even enjoyed playing more as a female Shepard than a male one in ME, with obvious voice acting quality reasons.
The only principle I keep while playing these characters would be they should never ever get involved in sexual situations. Because if I do, I will definitely get gender confused like Tony Evans since like him, I'm a lesbian trapped in a man's body afterall.