Males could care less about the squeaking and often move away. Females are fairly fidgety and usually do not like to be held for extended periods of time. Males are far more likely to accept the pampering. Females consume less food and water and also produce less waste in your litter box than males. Males require a little more cage space and possibly even a large litter box.
Females feel more delicate when being held while the males feel heavier and more muscular.
Males and females also pose differing logistic and security concerns. Males can get to places females might not because they are stronger climbers, higher jumpers and can open or move heavier items. But by the same token, since females are generally smaller, they can squeeze into places males might not be able to. When this occurs, ferret tails get really big and puffy and the hair sticks straight out in a most silly fashion. But fear not.