No. None of us ever picked our own character. Those were written for us well beforehand. In fact, for To Boldly Flee, I was first told I was going to be Leela from Futurama. I was just about to buy the stuff to make my costume when only, like, two to three weeks before the filming the character was changed to Major Kusanagi from Ghost in the Shell. So, good thing I didn't buy costume parts for Leela, because I would have been screwed.
In regards to making the costumes, since I bring that up, they wanted to keep the costumes we made for later. We were to bring them the receipts for anything we bought to make them so they could reimburse us. But I really didn't want them using my Major Kusanagi costume, so I just kept it.