Maybe a bit more clarification. Generally speaking you can work/train in the first couple of years a bit easier with a female dog then with a male dog. Any male dog and especially working dogs such as Belgian Shepherds or German Shepherds who have automatically already a strong character (although my doubts with many GSD's these days alas) go through their puberty more hefty then a female and that can be a pain in the but for the handler. I say, can be, there are a lot of other factors that also need to be taken into account such as experience of the handler, litter training, puppy training etc etc...
This does not apply to their natural guarding instinct, they just have it and will use it. But if you really want to train a dog and by really training, I do mean sport training or professional training, a female dog will be easier to train then a male dog.
On the other hand, I know from experience, many professional handlers prefer to have a male dog as companion. I do both and curse sometimes on both for their stuborness but that has to do with the breeding lines (Elgos was the most stuborn Malinois you could imagine but he had a hell of an experienced handler)
Acira