I prefer females and have had the opposite experience than the above poster with herding vs. show lines. I find the show dogs are often unfocused airheads and the working dogs are intensely focused on the task at hand be it moving the chickens or just keeping an eye on them.
As for sex preference, I like females for the same reason I like working dog lines. They are also more easily trained in my opinion (I've rescued and owned probably a hundred dogs) and much easier to get focused. Males tend to be all over the place.
There are always exceptions, though. I do have a male conformation stock border collie that is a super working dog, but the best working dogs I've ever had have been females.
I do think Aussies are incredible dogs and mine can work chickens, goats, horses, and cattle and she is still a loving family dog that will cuddle up with you at the end of the day.