I find that I'm a lot more comfortable writing about male characters than female characters. In some ways I think this is because it makes it easier to not feel like I'm writing about myself. It definitely makes it easier to pretend to other people that I'm not writing about myself. But it's not always a foolproof way to avoid that. I've definitely written characters that were just male manifestations of all my own neuroses, at any rate. (A tangential pet peeve: slash stories that are basically about women with penises. But that's a rant for another day.)
I think a part of the appeal is that sometimes, it seems like male characters are allowed to think and want and feel things that women aren't "supposed" to want -- that I want -- solitude, freedom, endless supplies of beer and whiskey, whatever. And they're allowed to do things that women aren't supposed to do -- walk alone at night, go to bars alone, live alone. And having the freedom to want and do all those things kind of facilitates better storytelling, when it's not like "Character X wanted to go for a walk and have a nice stiff drink and a cigarette, but she was afraid of being raped and also she didn't have time to dry her hair so she stayed inside and nothing happened."
This is a largely unedited and unformed train of thought, but I want to spend some more time with it because it's so rare that I read a female character that I like, and I wish I could change that.