My character (yes, one) is always a mirror, extension, and at times a polar opposite of my own psyche.
I always play a mage, or equivalent thereof, because arcane magic is the only thing that strikes a chord in my mind, controlling the elements and, to a degree, reality itself, is what my character does (I will never accept wow's version of shamanism, it's an abomination, shamans deal with spirits not the fucking elements).
I always play the most intellectually advanced race present, as it ties in with the idea of the mage, and knowledge is always power... so Asura for me.
I have a ruthless sense of justice in all things; not the law, laws are trivial ideas spewed out by mortals; not morality, because more often than not it directly interferes with decisions. No, I always play the absolute enforcer of justice in all games that make it possible; if the law interferes with it I usually wipe out all of it's representatives.
Visually, I always use a white-haired male. If the option is there for a young version then perfect; more often it's an old guy though, which suits me all the same. While I like good-looking gear, I usually take the most light-weight stuff; heavy ornamentation kinda interferes with my image of a mage. The only piece of gear I value the most, appearance-wise, is the focus; be it main + off-hand or intricate staff, the focus is always the one piece of gear I will strive to have at it's best.
The only characters I make as tools are for convenience; I hate having to ask other people to make something for me, or find that nobody is online that can, so I usually make the whole complement of characters it takes to be able to use all professions for myself. I only ever play one though, which is my mage; though he may wander through a myriad of servers and visual changes, it's still the same one I made when I first start a game. This will probably change with GW2, as I understand professions will be inter-changeable without losing all the progress made.