It depends on the pet. For rats, I prefer boys. I've never found them to smell (could have something to do with the daily cleanings :p) because they are such laid-back squishes. I love nothing more than when I am sitting in my favourite chair and my fat boy Hyde waddles up my chest and plonks himself down in *his* special spot on my right shoulder.
That being said, I am planning to neuter my boys and have girls as well, because they do have their own sweet charm, but if I had to choose I'd always have boys. I also prefer that boys are less likely to die of cancer.
For the reptiles I plan to have (a blue-tongue, a shingleback and a bearded dragon), I am going to have boys, I think, simply because of the health reasons.
For other animals, I'd get whatever I fell in love with. :)