My first yorkie was a boy, Hobbs, and we loved him so much that my husband and I also decided to get another yorkie. Like you, we debated on whether to get another boy or a girl, but ultimately chose to get a little girl. I am so happy we did. I love the combination of having one of each. Even though I don't put clothes on either of mine (unless it is Auburn Football t-shirt or something), I like that I can do "girly" things with my little girl. I have lots of pink stuff for her (like bed, collar, harness, leash) and all my little boy's stuff is blue (bed, collar, harness, leash, etc.).
As far as personality, I think it really depends on the dog. My 2 are brother and sister, from the exact same parents, but my little girl is obviously from a later litter. My boy is a lot more active...he is always in your face wanting to play. He has a VERY big personality! My little girl is so laid back. She is a true lap dog! I wouldn't say that my girl is more independent than my boy,though. They both love me just the same. So, I dunno.
I feel like if I had ANOTHER boy like Hobbs, they would just wear me out!!!!!!!! I like having one that is very active and one that is more laid back. They were both equally as hard/easy to potty train. We were very vigilant about it, so both of them were potty trained in what seemed like no time at all.