I would say that I prefer male cats. I've had 4 males and 1 female, plus I've lived with a number of other female cats belonging to family or friends.
I've found that the male cats are much more dependant and affectionate. Of course this is just my experience, but it has always worked that way for me.
Right now I have 2 boys, and when I compare them to my sister's two females, there is such a difference. Zoey and Minnow (the 2 females) are very independant, and want things their way. Clyde, Scooter and Monty are definatly mama's boys!
I've also noticed that the "top" cat in our house is ALWAYS a female. It used to be Ebie, and when she died Minnow took over.
All the cats are fixed, so I don't know what the difference would be with unfixed cats.