I only have a sample size of one, but I wouldn't trade my boy for anything! I started out with no preconceived ideas on the gender... I wanted a friendly, trainable, self-confident dog, and knew that whether it was a girl or a boy, it would be neutered.
Kodi never, ever marks in the house. On walks I have taken the advice to keep him away from vertical surfaces, so he has never learned to lift his leg outside either. He stands like a horse to pee.
Also, I've heard that some girls mark too, so that doesn't seem to be a valid reason for picking one sex over the other.
I agree with the others who have said to find a good breeder, tell them what you want personality-wise, and have them help you pick. One bonus to getting a boy is that a lot of people DO have preconceived ideas about gender, and often THINK a female dog would be a better choice. As a result, you can sometimes get a quality boy faster than a girl. That's what happened when I was looking for a puppy. I contacted the Kings, and we discussed what I was looking for. They asked if I was specifically looking for a girl or a boy. When I said I didn't really care, they told me that they had just had a litter of FIVE boys, and while they had a waiting list for girls, three of these puppies were available just because they were the "wrong" sex. Ah well, the loss of those other puppy buyers was my gain, as I
got the BEST one!