I got a male yorkie, and he is the sweetest thing in the world. He never humps or marks in the house. He's 100% potty trained, and he's a total mommy and daddy's boy. If you get a male, you just have to make sure and get him neutered by around 6-7 months so he doesn't learn bad habits
I honestly think you should pick whoever you fall in love with regardless of gender if you're going to neuter or spay anyway. I have always been partial to boys, but my hubby had always had females. So when we got our maltese, we got a girl, not because we wanted a female necessarily, but because we fell in love with her and she's as sweet as can be.