Well the straight forward truthful anwser is, BOTH! Seriously!
People will have you thinking one is better than the other, and the truth is that both are just as smart and loving than the other.
The only time you will see a big difference is when the dog is not spayed or neutered....And only then!

Male vs. Female
The age old dilema of which is better

Many people believe that female dogs make better pets...female preference seems to be ingrained in most people. Most calls for pet dogs have people wanting a 'sweet girl'. They don't think females display alpha behaviors like 'marking' and/or 'humping'. They believe that they are more docile and attentive and do not participate in fighting over dominance.

Well folks, this is not true!

Once a dog is spayed or neutered you will see NO difference in sexes..and that my friend, is the truth!
 

Neutered males rarely exhibit secondary sexual behavior such as 'humping', or 'marking' and lifting of legs. Once the testosterone levels recede after neutering, most of these behaviors (if they ever existed) will disappear. Boys who ARE neutered early (by 5 months of age) usually don't ever raise their leg to urinate.
 

SPAY AND NEUTER AT 4-8 MONTHS OF AGE.
Males should be done by 4-5 months and females 5-6 months. 
Do not wait with males as they become sexually mature as early as 6 months.. 

That right there will prevent sooo much!
They will not mark their territory, no heats and no surprise puppies. 
Not to mention the health benefits of spaying and neutering.