I was at Borders and saw a book (probably based off the website) of "stuff white people like" and one of them was red hair. It said things along the line of "it's natural, but not main stream, two other things white people also like". It also suggested something interesting to me, that if you ask most white women, they'll be likely to tell you how they've either dyed their hair red in the past or plan to at some point in the future. I know that's true of my mom, but I don't think that's true of my sister. But I'm totally going to be trying this out with more people. I can tell you right now that my mom's hair looked obviously dyed next to mine.
Still, I have red hair naturally, so maybe I just don't see the desire or attraction because I'm just so used to it. I also think it's overused in anime and games, probably because each series seems to want one. Gene Starwind from Outlaw Star and Sami from Advance Wars are probably my favorite red-heads though.