I have always had male dogs because I heard the same thing..Males are more affectionate.
One of my girlfriends begged me to get a girl when I was looking. When I found Lucy I had my choice of five puppies 4 male, one female. I was all ready to go with one of her brothers but then she came up to me and licked my hand and that was that! I have never regretted it. She is more affectionate than any of my males ever were (that's saying something) and she is a real Mommy's Girl. Lucy adores her Daddy but it's Mommy she hangs on to...
Best of luck in your decision. There is no right or wrong