Among people that I consider experts in the breed, I'm told that males are more affectionate in general, and females are moodier. There are great individual differences, but this is a rule of thumb. Joey's a real cuddler, and I love that about him. The main time I think I want a girl is when I see some of the fabulous dresses, some of our vendors make, dresses and rufflie panties get me every time. I still do the topknot on Joey, but some people don't think a boy looks right in a topknot, so maybe this is something you want to consider when choosing a sex. If you're really into clothes, girls are definitely more fun.
I'm not that concerned with humping, unless they try humping a human, then you should always tell them "no." Females as well as males will hump by the way, Joey stopped humping his stuffed animal about a month after he was neutered, and no intervention was necessary.