Despite being female I play almost exclusively male characters, albeit ones that fall just about everywhere on the 'manliness' scale (for lack of a better way to describe it.) I'm not sure why I do this, honestly, but I find myself more comfortable writing and playing as male characters. I tend to identify with them more easily, as well.
As for sexuality, I do tend to struggle to play characters that aren't my sexuality, though it took me a long time to realize that. I'm asexual and haven't ever felt genuine sexual attraction to other people, so honestly I don't quite understand how to portray it and haven't yet found any good resources to help me in that regard. I always try to let a character's sexuality and personality develop as I write them, so they sometimes surprise me in the ways they change from my original plan.