Ok, the first thing you need to consider is if you plan on breeding or not. If you want to "have a litter of puppies so the kids can experience the miracle of birth" or you "just want to let our dog have one litter because it makes them better dogs in the long run" then please do not breed your dog. Spay or Neuter.
As far as puppy pricing, some breeders sell small breed males for less because they are not as popular. Some breeders sell them for more because they can service multiple females. Some charge the same amount for both males and females at pet price and then charge different amounts for them if they are going to be used to breed.
Differences in Males/Females: If you are planning to keep your puppy intact (not spay/neuter) then yes, they can have different problems. An intact female is 80% more likely to develop mammary cancer than a spayed female. In addition, an intact female can have uterine cysts, pyometra (an infected uterus), and of course comes into heat every 6-8 months. If she is spayed, none of these are even options. She has no uterus, hence, no uterine problems. If you are going to keep a male intact, he will probably be more aggressive towards other male dogs; he will "mark" everything in sight, and runs the risk of testicular cancer. If you neuter him by 6 months, no testicular cancer, less chance of aggression, and there is only about a 10% chance he will mark unless he is around another male that marks and "teaches" him how to do it.
If you are planning on breeding small breed dogs, often times, you will want a larger female and a smaller male. Usually this will help ensure that the puppies are smaller and the female should have an easier time whelping.
Now, if you are going to spay/neuter and the dog is just going to be a pet, then the only other question you have to ask yourself is how big do you want your dog to be? I believe if your dog was “supposed” to be 4 lbs and ended up being 8 lbs then who cares…..love it anyway. With small breeds, this is not as much a concern. Males and Females are often around the same size in small breeds. Some are 4 lbs and others are 8lbs but in all reality, the 4 lb difference is not a large one. However, in medium, large, and giant breed dogs, your males are usually larger. So if you are looking into, let’s say, Great Danes… do you want a 110-120 lb female or a 140-160lb male?
As far as personality goes….it is really not true that males are more aggressive and females are calmer. Come on, you cannot tell me that you know your human next door neighbor is going to be nicer just because she is female or you know that you are going to get in a fist fight with your neighbor because he is male. You REALLY cannot stereotype dogs in that way either. I have a 4 lb Chihuahua that can put a 20 lb Great Dane puppy on its back. Why, it is all in the attitude. I have a Pomeranian female that rules the roost over all my other dogs, she has this alpha position because she is the oldest. She did not gain this position because she is meaner or sweeter than any of the others. I can tell you though, that I have not yet owned a male dog who is fixed that has not bowed down to one of my girls.
I guess what I am trying to say is give each puppy a chance. Ask to see the litter or whatever puppies are left and available for purchase. You can find out a lot about each puppy’s personality by watching it interact with its litter mates. When the pups play, the dominant puppies will jump on and stand over the submissive pups. The submissive puppies will lie on their backs and put their heads down when the more dominant pups come up to them. If you want a laid back puppy grab one of the more submissive ones. If you want a puppy that is very active, grab the one that is running around like a wild banshee. If you are looking for a puppy that is in between, grab the one that plays with the other pups but does not mind exploring on its own. Don’t worry about the gender if the personality is what matters to you. I hope this helps…I know it is probably more info then you asked for.