Occasionally I'll make the character resemble me somewhat, especially if I get frustrated/bored or realize how much time I'm wasting in a character creation menu (if I don't just randomize it a few times til it lands on something I don't hate).
I'm not doing it with actual intent and really trying to absorb myself into the game, though. I'll just as quickly pick a cat person or female character or any option that I feel like given the game.