I occasionally play female characters myself; it varies from game to game and according to the nature of the character I've come up with. In computer games particularly, women often have better voice acting for whatever reason, and often better-written gender-specific subplots on those occasions where there are gender-specific subplots. Often, I just come up with a character idea that works better as a female than a male.
Anyway, I've heard before that in MMO's, MU*'s, etc., there is a disparity in treatment between male and female avatars, but I never paid much attention to it. This past week, however, I started up an alternate character in LOTRO, a human female, without really thinking about it. In just an evening or two of play, however, I have definitely noticed a difference. I haven't changed the way I play, but I have seen a difference in how other people react to me. The biggest thing is I keep getting invited into fellowships. I don't know if that specifically is because the character is a healer-type or a female. But I also notice that people talk to me more, and tend to be extremely formal or even flowery when doing so.
This, I must admit, amuses me, and I'm curious to see what trends will develop as time goes on. I made this character primarily as a materials-exchange partner for Galadhalion's crafting skills, but I may just keep on playing her for the sociological experiment. As a writer, who wants to have his female characters portrayed as realistically as possible, it's an interesting way to see the world from a new perspective.