It only took My Male Sneakers about a week after I got him away from his Litter to start lifting his leg to pee. Actually, when he would squat, I would say "woosie woosie woosie", and when he lifted, I'd really praise him with several vigorous "Good Boy's". He got the picture real quick !
As far as the preference male/female, I think I'd do a search on the specific breed, maybe that'll help you decide. I alternate male and female (just Yorkies) and think the interaction between them, is what I appreciate most. Yorkie Females are not necessarily known for their "laid back" attitude, and can be very Alpha Female.
I have a very "traditional" pack, With MY Female Becca doing most of the work, while MY Male Sneakers lounges around, waiting for her to catch a Frog or Snake for "them" to eat.

(when I take them out along the Bayou to hunt)
It's quite humbling, when Becca catches something, and Sneakers comes up. She drops it, and lets him have it (all of he wants it) but, he always leaves some for her.
I've always just been amazed as to how the "Pack Structure" philosophy is passed along with the breeding. And witness on a daily basis, how much my two love and respect the other.
I've said many times, how amazed I am at the intellect and intuitiveness of the Yorkshire and how unique each's personality is. I've helped with many other Dogs/Breeds, but as far as a "permanent" member of my Pack, I'll stick with what I know and love...
Yorkies are the best !