To be honest, I really believe that Ash's Pikachu is a male. Dawn's Buneary proves much to be a female and has a crush on Pikachu since the start. The reasons to support this is because Buneary enjoys dressing up and has female characteristics in its behavior. Though, besides the crush, Pikachu has always seemed to be more a male Pokémon than female. So, whether it was a female I would probably still end up referring to it as a "he" for habital reasons and the sense that it seems more portayed as a male.