I've played both genders, although I do skew male, having played 4 male characters, but only 2 female ones. I don't prefer one much over the other perse, and the only reason I mainly go male is because as a male, that's where you tend to default to. I haven't played a non-binary character, and I don't think I really will. While male/female tends to be quite unimpactful on the overall story, a gender neutral or transgender character feels to me like they warrant some impact. If I'm playing in a modern day setting, and I decide to play as a gender neutral character, I feel like I should have the world around it react to that, and I don't feel like I'm knowledgeable enough about those situations to do them justice. People can go through some serious mental or environmental problems because of them being non-binary, and my grasp on that is weak, so I feel I wouldn't be able to accurately and respectfully reflect that.