I always make a male and female character and give them the same name from my other games if possible (I gave them personality/backstories in my head, dont ask). And sometimes I make multiple characters from different classes, species, races, skin colors etc. and if I feel creative, their back story/bio. Helps if one is a creative person that likes to write stories.
Final Fantasy VI had some great women characters for its time and looking back I liked Celes quite a bit. Now I know why I guess. Lucca in Chrono Trigger was also pretty awesome.