is it better to have a male or female horse ?
Depends on what you want.
If you speak of an entire male (stallion) they can be quite difficult to manage, depending on temperament, and will always be flighty when around a mare in heat.
Geldings (neutered males) tend to be easier to manage amd fairly even in whatever temperament they have.
Mares get flighty and irritable when in oestrus.
Every horse has a different temperament, and it can depend on breed.....this will be affected by gender and whether males are neutered.
You can get difficult geldings, and calm stallions, and mares who seem unaffected by coming into season...