Well, I pay attention to some Pokemon genders, like, I wouldn't want a male Gardevoir (thank goodness for Gallade) or a female Machamp. It just bugs me. Also, if a sprite with gender differences looks better one way or another, then I'll probably hunt down a specific gender (for example, I prefer male Donphans with their larger tusks and female Dodrio because I think the black on the male sprites look weird).
But since I nickname all my Pokemon, and I nickname them after real names (not like Sparky, Bouncy, etc.), I prefer a balanced team of names, or I prefer a male name on a certain Pokemon, I'll search for the specific gender.
Other than that, I don't really prefer any gender, and I don't choose one over the other. It mostly depends on the nickname.