Overall, I don't care about gender, since the vast majority of Pokemon I catch are for filling the Pokedex and nothing more. (I do try to catch one of each gender if there are major differences between the two, or an evolution is only available to one gender). However, I did soft-reset my Snivy, Tirtouga, Kabuto, and Aerodactyl, as well as the Eevee you get from Bill in HGSS, but only because females are so much rarer. I did actually want a female Eevee though since I had already envisioned using a female Espeon, who I plan to use in my all-female future team (I don't actually prefer using females over males normally, though, it's just because I'm naming them all after flowers...not that I have any particular problem naming a male after a flower though, tbh).
I have thought about making a team of male Pokemon that look feminine, just for kicks and giggles. I have always thought it weird though that Pokemon like Machamp and Mr. Mime can be female, and that they don't just change Gardevoir to female-only since Gallade is male-only. :/