I have had 2 female yorkies so far and LOVE them so much. I also like that you can dress them in pink and have bows on the topknot. But to be realistic every dog/yorkie has a diff personality so in the end it is for you to visit the breeder and get to know the dog before you purchase him/her.
I have also heard that the opposite sex get along better but I am sure there is a thousand of yorkie members who will beg the difference.
Good Luck with your pick