I tend to mix it up a lot and try out different combos. My very first ever TES character was an Argonian in Daggerfall. I think I tend to gravitate to the more alien characters although I will sometimes play ones similar to myself. In fact, in my modding days I even made a custom character that had a face texture based on an image of myself.
I play female some of the time (maybe 25%?) for variety and also because they always have way more armor mods, even if it most of it looks like something out of Xena or Red Sonja.
Sometimes I will try to do more challenging characters like an orc mage. I think I just like variety. The one type of character I usually never mess with I would say would be an archer.