Project XII has written a great article on Hellforge entitled "Beauty or Brawn - Have You Got the Baals?". It's an article on sexuality and gender in role-playing games, and how it relates to Diablo III.
It's the question asked since the beginning of time; even before Abraham turned to Jesus and said "Dude, if you could be a chick, who would you be?" (to which Jesus replied "Angelina Jolie of course. Duh."). It's the reason Shakespeare wrote "the Tempest", and went on to direct "The Crying Game". The ultimate in X and Y bending enigmas: Why do gamers choose the genders they do?