Usually I just make do with the more common male variant, but sometimes, if the Pokemon's just really cute...I go for the little female icon, because that too is cute. I mean, if a starter has a gender difference, then I usually try to get both genders in two playthroughs so that I get to experience both, but I don't think many starters have a difference. Only the Torchic line pops to mind.
Even if I do get a female starter, it's not without many resets. =(