It does not matter but I generally go for the male version if the option is there. But When I played Pokémon Crystal I choose the female option. It was new and i liked the character model more.
When the character creation is a large part of the start of a game i usually go with some kind of default. Even if it is fun to play around in with the character creation tool it is often not why I started a new game, I just want to start playing the actual game.
If I just want to do some stupid shit and not play a game proper I'm mor inclined to go for the female option. Somehow find it funnier stacking corpses and books on a mountain in Skyrim as a female instead of a male and then "FUS RO DAH!" the pile down the slope.