Male or female doesn't matter as long as you neuter/spay by 6 months
Just pick the one that you fall in love with. If you get a male and neuter him, you shouldn't have to deal with the marking and humping and stuff. Also, females are known to mark and hump too. So seriously, just get the yorkie you fall in love with
I have a male yorkie and he is just the sweetest thing in the world. And I have a female maltese, and she's super sweet too