I've always chosen a female. I think a spayed female is the perfect dog.
Some of the prettiest yorkies I've ever seen though, have been male....kinda reminds me of how my son just naturally has gorgeous long eyelashes, whereas mascara is my daughter's best friend
. I don't know if there is something to the hairy maleness, but the most beautiful coats I've seen have been on boy yorkies.
Alot of women say their male yorkie is more loving and bonded to them. Never having a male yorkie, I haven't experienced that personally, but my females have always had just the right combination of independence and cuddliness.