I know you can help train the males using belly bands. Its a wrap that covers their 'area' so they cant go until you take it off. I have also heard that males can be more affectionate that girls.
I have a female yorkie. I originally was going to get a male, but Triss kind of 'picked me'

She was the only one of the 4 in the litter who paid any attention to me. She sat on my lap and licked my face every time I would visit the breeder. The breeder said she didn't do that with any other visitor, so I think me and Triss were just meant to be.