The choice of gender for a puppy is largely subjective and a matter of personal taste. There are many opinions written on-line and in books about which is better.
Just keep in mind when shopping for a puppy that individual personality and disposition cross all lines of the sexes. Shyness, loyalty, sweetness or dominance has no gender. We have raised submissive males and alpha-dominant females and vice-versa.
The largest deterrant for opting for a female instead of a male puppy is more often the "lifting of leg" to mark his territory, and the "humping".
The good news is that if a male pup is neutered before the sex-hormone testosterone kicks in (during puberty at about 6 months old) then the male doesn't know if he is male or female. He never developes the urge to "mark" any territory, nor to "hump" any legs.
And best of all - it is far less expensive to neuter a male verses spaying a female because the surgery is not invasive!!!
Older males that are neutered rarely display secondary sexual behavior once the testosterone levels recede after being surgically altered.