Males vs Females: when it comes to Yorkies, I think they are equals. My Yorkies are my first male dogs and they are fantastic. We did not have any problems potty training, so don't let anyone tell you males are harder. My boys are pad and outdoor trained and they do not lift their legs indoors.
Some people say the male Yorkies tend to be more affectionate, but I know plenty of females who are also lovey.
My boys wear bows and clothes. We just miss out on dresses.
I don't think you can go wrong with either gender.