rcropper has said pretty much it about the general gender issue but remember that just because its a female does not necessarily guarantee an active non-cuddle-sook baby. i've kept girls mostly but i have had boys in the past and as a general rule what rcropper has said is true but not all the time. i had one male that just would not sit still and was more active then some of my females and i've had a few females that would prefer to cuddle and watch the movie with me then play with their cage sisters. my suggestion is to look around for a rat rescue somewhere (there's one in moncton, NB, another in ottawa, ontario, and a few in vancouver and surrounding area that i know about in canada. there's even more in the states but i don't know exactly where), and most will help arrange transport if you pass their screening. but they willbe able to tell you what each or at least most of rat's personailties are like and from their you would be able to better match yourself with a pair.
another note about males vs females is their size and coat types. males tend to have a rougher coat and get to be much bigger then a female. a male will average between 1.3-1.6 pounds at full weight (though there are always exceptions of course) and females tend to be smaller and have smoother coats. they average about 0.5/6 pounds (though again their are always exceptions).
another thing to consider is the ordours of each rat. males, because of their buck grease mostly, will have a bit of a musky smell making it necessary to clean their cages a little bit more often. however, that smell will almost completely vanish if you have them neutered and not exist at all if you have them neutered before they fully mature. but any operation with rats are tricky and living with the smell may be better if you don't have a vet that has preformed a ratty operation before in your area. there are other benifits to neutering though, it does reduce that chance of some cancers and you can also have a female in the same cage after the first couple weeks sinc ethe operation and not worry about ratty babies. then you wouldn't have to choose between having a male or female, you could have both.
males tend to live longer then females in my experience as well. a female will live to be around 2 years while a male will more likely get to be 3 or a bit older. mostly that's because females have a 78% more chance of contracting cancers and tumors then males do. but that risk factor can be almostly completely leveled out to the males by having the females spayed. the operation is a bit more complicated though so its even more important to have an experienced vet handle the operation. but having said that there are always exceptions to the rule and no matter what animal you choose you may have only a few weeks or a few years so make sure you're ready for the commitment.
there's not much else i can say about the differences in males and females though. its really a personal preference that you're not going to know about until you try them both. if you get males, however, don't feed them oranges as it can cause kidney problems or even failure. some owners have gone so far as to restrict all citrus from a male's diet because of this. i don't know if that is necessary but i do know about the oranges. there's not a lot a vet can do for a rat whose kidneys are failing because of their size so its better to just avoid the issue altogether and not give them oranges.
but that's my rant on this subject for now. i hope you found it helpful.
A note about the adventurous side of females: Some people complain that female rats don't stay still enough for cuddly time. I have found that mostly to be true, aside from the occasional snuggle. They do, however, show their love in many other ways! My females never stop moving, sniffing, exploring, hopping, playing, running, etc, when I let them out of the cage. And while they are doing all those things, they are constantly running up to me, climbing on my feet, going up to my shoulders, licking me, following me, playing tag and more. I wouldn't change out my girls for the world! I love their adventurous personalities. Non-rat owners, are shocked when they see my bring all four girls out on my patio, where they could easily escape out into nature. But they don't. They play around me, never going to far, and then when I call them, they call come running to me. Each coming by name. Now thats love!