"Males have more pronounced personalities than females across a range of species — from humans to house sparrows — according to new research." (NB: "Personality" is defined as "consistent, predictable behaviours.") [ScienceDaily]
It IS true with cats, I must say. My boy cats are way more entertaining than Daisy, our one little girl kitty. I've noticed with friends' cats that generally the boys tend to be crazier than the girls.
These are cats, though, not humans. And I'm not going to pretend my anecdotal findings are any sort of hard-and-fast rules.