It sounds a little narcissistic but I usually give characters in games the same features I do (same hair colour, eye colour, hairstyle etc). It lets me project onto my character and relate to them more. I've fantasiad several times but eventually settled on Lalafell because it's more or less an exaggeration of how I am.

Nowadays I just run about in a Moogle costume so I'm not sure what point I'm trying to make.