Kubak and Darkstar are on topic. Me and Heather are not.
A female protagonist usually helps to exclude stereotype male characters. However I still need to do some research whether is a *hooker-like* character. I'm looking at you Wet! And yeah, when it comes to human characters I usually prefer to play female (or at least have another female character by your side). Most of the time it adds that much more.
I know where you are coming from. The main protagonists in games like CoD, Resistance and Killzone could very well be the same uninteresting generic American hero. I like to think this is because these games are trying to establish a world in which the main character is unimportant. Resistance were not about Nathan Hale, they were about the Chimera. Killzone 2 and 3 were not about Sev, they were about the Helghast and the ISA. And finally CoD is not about the person you play as, but the set pieces, gameplay gimmicks and online multiplayer.
I am guilty of having not played any games featuring female protagonists besides Core's first 2 TR games, and Gravity Rush. And Lara seemed like another generic character to be added to the list in the paragraph above, so I doubt that game counts.
Uncharted and inFamous are the first 2 games that come to my mind for good characters that other games could learn from. These games were clearly written with a focus on the character development and/or having personality in the foreground. To find games with a cast of characters as interesting as these with a female protagonist is rare (at least according to my collection of games), and I think that is what you mean, right?
And of course you would want to play the human games as a female, we all relate to our own gender the most