It is a common misconception that males are the ones who hump... Females do as well. It is not sexual by nature, it is more a dominate behavior, menaing, the dog is showing the it is in charge.
I like the female Yorkie because I did not want to deal with the leg lifting that I have heard male Yorkies do more often .... I am unsure why it is said that females are less cuddly than males? Because my Female is not this way at all. She is a sweetheart. A constant follower, jumps on the couch with us, is at our side all the time, and never far away from me where ever i am. And that is in all honesty. Suzi is my first Yorkie, I guess all Yorkie's have there own different temperments, it is difficult to judge from one dog to the other. Just like humans.
My suggetion, is to go to a reputable breeders home , and spend time with her and the puppies. Choose a puppy that best suits your personality. The one that comes to you, better you the one who chooses you! Forget about the sex of the puppy.