So glad you joined our growing familly of Yorkie overs! As far as spayed incontinence, the only female we ever had with this probem was our beloved Boxer, Boo. She was 15 years old, had a congenital heart defect and it only started a few months before we lost her.
Honestly, you should go with the gender that you are drawn to. Personaly, I prefer spayed females - not much of a problem with marking.