This is largely a matter of personal preference. As a rule, male dogs are slightly larger, so if space is an issue, then a female might be better. Likewise, it is important to neuter a female dog to prevent unwanted pregnancy or pyometra in later life - this surgery is expensive, so you may wish to take this into consideration. More important than gender is finding a well-socialized puppy and keeping up with its socialization so it grows into a well-adjusted adult.