Personally - I do not like pee pads. I understand for people who live in apartments or for certain other reasons but I just don't like the idea of allowing a dog to go inside. I find that people who use pee pads have WAY more housetraining issues because the dogs confuse rugs for pads, etc.... I'm just not a big believer in them. Jackson is a big Yorkie at 12lbs so he doesn't get cold as easily but the day that I got him at 9 weeks old (5lbs then), he started going outside (I did have some pads for 1 week but he never used them anyways). My friend has 2 yorkies, both under 5lbs and they've always been outdoor trained. I would never want to bring Jackson to a friends house and lay down a pee pad for him... I don't think they'd appreciate that so much! But I think it's all a matter of lifestyle or preference... I'm not gone from home too much so he never has to hold it for more than 6 hours.
As for the boy/girl thing... that's a tough one, too!
Either are great. I'll just say I always had female dogs my whole life and Jackson is my first boy... I don't know if I will ever own a girl again, I just love my little boy, hehe. Boys typically tend to attach to female owners more, whereas females often attach to male owners more. Boys are often less independent and more cuddly and more willing to please. Of course that's definitely not ALWAYS the case.