Picking out a hedgehog:
Gender can be a big issue for some people when picking out a hedgehog. I feel there is no big difference in temperment between the two. Unless used for breeding, hedgehogs tend to act about the same. With the exception of the obvious difference between male and female, I would not make your decision based on gender alone.
Male hedgehogs do not have scent glands therefore they have no odor, they do not mark objects with urine, and their boy parts are nothing like a hampster or a rat. So males can make just as good of a pet as females do..

Big happy family!