I've never heard of boys pee being stonger smelling. I have both and don't smell a difference. Any dog may try to mark or hump, the sex doesn't matter there, my females are better at humping than the males I have.
Honestly, I don't have a 'favorite'. I think women like the girls because of the dressing up issue (throw back from childhood) but on the whole my males are more lovable and cuddly than my females. With Lida I wanted a girl because my little Sophie had passed and I wanted another like her. I had no idea they were so different!