Mares absolutely! I adored my old lad, he was the best ever and I would never have changed him, but I vowed I would never have another boy! Sunny was vile to have his bits washed and things like that, and after one of the geldings at work having maggots in his sheath this year theres no way Im owning a boy!
I do find that mares are more 'giving' than geldings if you can win them over, and I certainly have a very strong bond with both my girls.