As usual, I chose the male character in the first game I bought (which was Y) and named him DAN, after myself, since this game I never restart. I always use capitals, I guess it's a hangup from Gen I, when all names were in capitals :P
Then when I got X, I chose the female character. I tend to do this in every generation, mostly because I'd feel I was missing out on part of the game if I didn't try both genders. I actually preferred using the female character this time, mostly because she has far superior clothing options. There's so much variety, and it's really fun putting an outfit together. The male clothing selection is so dull and limited in comparison (especially the hats... I hate all of them, and yes, that includes the Pancham hat). I've played through X twice now, both times as a girl; the first time I named her Tannia, the second time Alice.