I prefer female dogs. The ones my family's had have been very sweet, and they seem to be more mature in general than males. Males are more energetic (and kind of annoying). It does depend on the dog though.
I've never had a cat, but I'm going to adopt one when I'm out of college. I don't really care whether it's a male or female. I'm just going to have the shelter choose the best match for me.
Bettas- It depends on the fish, but I tend to find more males I like than females.
Rabbits- I have a female, and I love her. I think I'd try a male next though. Sophie's just very independent and the males seem to be more... social?
Horses- Geldings (castrated males). I'm not going to be able to get a horse for awhile. Probably not for years, if at all.
And those are the pets that I've had and/or want to get in my lifetime.