Sometimes they don't always get along well with other males. Intact (unneutered) males are apt to go off in search of females (of course, any dog should be securely fenced) and often think nothing of repeatedly lifting their legs on furniture to mark a house as their territory if they are not trained.
Male dogs have genitals that are easy to see. When you roll them over to rub their belly, there's "something" in the way, and some owners feel self-conscious about that. Male dogs may also become aroused and/or lick their private parts, and again, some owners find this embarrassing, especially when Grandma happens to be visiting.
When making trips outside for potty breaks a male dog may urinate in little spurts here and there, and it can seem to take him forever to relive himself. One advantage however, is that where they tend to relieve themselves typically won't kill the grass.
Intact females come in estrus ("heat" / "season") two or three times a year. This period lasts for around three weeks, during which time you must keep them away from neighborhood males who may consider your house a singles bar. You must also contend with her discharge and her possible attempts to elope with her suitors and become a mother. Spaying your female will of course totally prevent unwanted puppies and put an end to her estus cycles.
A female dog can hold her urine longer than a male. They can wait as long as 12 hours if necessary, which might be an advantage in a household where no one is home during the day. When going potty a female will usually empty her bladder all at once unlike the males. One downfall is that the urine may kill or stain your grass in the areas they choose to relive themselves.