I nickname everything, and as you can imagine, some nicknames only work for a specific gender. And I nickname the same Pokémon with the same names in every Pokémon game I play. For example, my Bulbasaur has always been "Treetop" since I bought Yellow, but that's a gender-neutral nickname. I nickname my female Dratini "Yoyo" and huge props to you if you know where that character is from.
For aesthetics, there are some Pokémon I'll only catch in a specific gender. Like male Machop, or female Gothita.
I know a few people have said they want their teams to be like in-game trainers who have all of their Pokémon a specific gender. As a ROM hacker, I can tell you why. There's a byte that sets the gender of a Trainer within the game data, and the byte also affects the gender of all of the Trainer's Pokémon (unless he/she has a gender exclusive). This is no longer true as of 5th gen, where you can see NPC's with mixed gender teams. With some NPC's in 5th gen I think it's random what gender every Pokémon is.
As a little kid I used to worry what people (other boys, really) would think if I had a lot of female Pokémon. Same thing if I played any game with a female avatar. Long story short, I've played most Pokémon games with the female player character because I usually hate the clothes that the boy wears. In BW and BW2, to me it's the opposite, and I prefer Hilbert and Nate's outfits.
I preordered Y and I'll play that first before I buy X. I haven't decided what gender I will be for Y, but I'll be the opposite of that in X.
For most games I play, the specific skills can affect which gender I choose. For example, in Fire Emblem Awakening, the female avatar gets Galeforce, so I play as her. And I have an all-female team because of that one ability that breaks the game, and this game is ridiculously hard anyway. In Harvest Moon, I usually have two save files (one with boy, one with girl).