I had a male character once; couldn't identify with him like I can with all my female characters, but I liked him a lot anyway. I think I ended up playing him the way I'd hope to see a guy act in real life, but likely never will.
Heh.
I saw NO differences in dialogue for male characters except the normal "he" stuff and actually saw LESS banter as a guy--practically nil. I think that's just superstition. Granted, there are more romances for male characters in BG2 proper.
But either way can be fun. Still, if you want to try a female character romance with a NICE guy (as opposed to Anomen, who is pretty abrasive, especially in the beginning), try Kelsey, a NG male human sorceror. He respects the PC as his leader and even squabbles with Anomen over her. (Really rather fun to watch if it happens.)
http://www.forgottenwars.net/kelsey/