Idk, there are some pokemon that feel better as male and some that feel better as female. But for the most part I don't really care.
Now that you mention it, back in the days of Pokemon Gold and Silver (The originals), I used to always go for male pokemon instead of female. IDK why, it was the same either way, but I did.
Seems like every time i battle a wild female pokemon it has more hp/def than the males.lol^ I still do the same thing.