I have always had cats - both male and female. I don't think you can decide which gender is more loving - it comes down to the cats personality.
Two of the cats I have right now are litter mates (1 boy and 1 girl). The girl likes to lay on the couch next to you and have you put your hand on her, but don't pet her. The boy likes to lay on your lap and be pet. He also loves to be picked up and tipped upside down, the girl, not so much. But I also have another girl that is my shadow. She follows me everywhere and loves, loves, loves to be pet and held. Just depends on the cat.