I personally prefer males. I've had both, but my preference definitely lies with the bucks! I've only had one female who's company I really enjoyed. As to the smell, my does have always been dirtier and stinkier than my boys. Our newest addition, Dargo, has a weird smell right now but when I adopted him from my local Humane Society, he was covered in buck grease. When he came home, he got a quick bath, and I have noticed that the smell is starting to go away now that he's on a better food and getting fruits and veggies.
Of my females, two of the four developed mammary tumors. I had surgery done on both girls to the tune of about $500 USD. In the future, I'd probably spay my does to reduce the chance of tumors. Personally, I don't spay my males, but I've thought about it and most likely will neuter all of my future boys. As a side note, our local Humane Society is now neutering ALL male rats, guinea pigs, and rabbits that are surrendered to them. They also spay the larger female rodents that come in, but they don't do the rats.