I never felt the need to pick the girl character just because she was a girl and I kind of liked her. I actively rebelled against having to 'be' the girl character, but at least that was made easy by the fact that our group was usually 2-3 boys and 2 girls, and any given show rarely had more than 1 girl. Even given the choice between Wily Kit and Wily Kat, though, I'd prefer being the boy.

More than anime (since Voltron had already failed on this score), I think it was Sailormoon specifically that was the revelation. The show is almost all girls! Even though I didn't like Usagi much, there was Ami-chan and Makoto to identify with and like, and then Haruka and Michiru later on. Awesomeness. Of course it also eventually led to me _playing_ Usagi and finding out she wasn't so bad after all. There's actual depth to her character beyond the ditzy, clumsy, boy-crazy 'meatball head'.

Here's some of my favorite characters for comparison and contrast:

TOS: Spock
TNG: Data, Wesley, Yar
DS9: Bashir, Dax (well, most of them were good, actually)
Voyager: Kes
Voltron: Sven
Batman: Batgirl, but also Robin
Smurfs: Brainy Smurf

Just from that list, I tended to go for smarts and/or outsiders. And my favorite characters had a nasty habit of dying.