The cage you just built should probably only be used to house 2 rats, not three. :?
As for temperment, females tend to be more active and playful.
Males are more sedate and get bigger.
This is only a general rule and many people have lazy girls or hyper, playful boys.
I'm not sure which would train more easily, likely a sedate rat, but I could be biased, since I have all boys.
As for biting, both sexes will RARELY bite. Rats bite when they're 1) scared, 2) think you're food, or 3)aggressive due to past behavior (attacked by rats, attacked by people, etc). I have one rat that will bite. He's gotten so much better I can't even really consider him a biter anymore. He was just very unsocialized when I got him and was scared of people.