I think female Yorkies tend to be priced higher, if I recall correctly when I was looking for a puppy. Neutering is less expensive than spaying too.
As for the rest, it is up to the individual pup. There is a wide range of experience here with both females and males.
Our breeder told us that her males tend to be more affectionate (and my boys are very lovey), but there are many people here with affectionate girls too.
You can't go wrong with either sex.