Back when I was playing WoW my main was a girl character, but that was because Draenei males looked VERY derpy to me. When I swapped to Horde that shaman became a male troll. It really just depends for me on the specific race...but I have never acted like a female in game if I have the female toon.
Although I was playing Smite with some friends the other night and I was playing Aphrodite, they trolled the one person on our team not in Mumble with us telling them I was a girl and all sorts of hijinxs ensued. I eventually had to block that guy -_- I don't think he believed me when I said I was a male.