To be fair, I was going to write an elaborate post about how the sex of your therapist shouldn't matter, but in the end, I guess that would make me a hypocrite.
I've had a male counselor in high school, and a female counselor through my transition, and I've found that I was a lot more comfortable opening up to the female counselor. It wasn't about which one knew more, or which one was "better," or which one had more insight into female life experience, it's just that I've always personally felt more comfortable talking to women. I've always had issues talking with my dad, where I feel like he's standing off at a distance judging me and waiting for me to screw up, so I kind of channeled that feeling into talking to the male counselor. I just didn't feel as relaxed or safe with him, and I felt more of a sense of "trying to make him proud" or "trying to live up to a standard" with him, which is probably none of his fault, it's mine, but nonetheless, I just felt more relaxed and more free to be honest and open with a female counselor.
It's your preference. Go with whoever you feel comfortable talking to. That is the key to having a good experience in therapy, is feeling comfortable opening up to the counselor, which allows them to give you better and more honest advice. (And experience on their part, but again, I think both of my counselors probably both had plenty of experience.)