I wouldn't really care.
However, if we were in the same time period or any other time period before now, I would pick having a penis because it's harder to be a woman, unfortunately, and yes it still is harder to be a woman in almost every society (except the view that view women as goddesses.)
But, if it were the future I wouldn't really care enough to pick one over the other because I have the hopes in the future that women will actually be equal.