I do have male and female characters. It's about expression and wanting to do certain things within the game's scope in different ways. In the context of roleplaying, only two of those characters have I ever tried to really roleplay female in. About half my characters I make as the opposite gender, and all but those two are roleplayed pretty gender-indifferent.
However, there's still special treatment. Some guys show favoritism, others assume you're stupid and need orders. I've managed to destroy both those mindsets by showing a strong, forceful personality and resolve. For a multitude of reasons, varying per individual, the comments and special treatment tend to stop. Sometimes the objectionable behavior just stops, and sometimes I've seen the offending person just leave. I like how some guys can't stand a woman who won't take any guff. I love it when you all get tough against those guys, it makes me giggle.
Visually I don't just eyecandy out a player model, I don't cheapen it. I still like how the female characters look but prefer style more than anything.