The best pets ALWAYS come from the shelter, and they're usually mutts/ mixed breeds. We've probably has 10 shelter dogs over the years, and only one of them was a problem. She had some pretty serious separation anxiety, but we would probably still have her, except that she liked herd the neighbors out of the yard, and it was just a matter of time until she nipped at a child and we had to put her down.
I can't have one right now because my roommate thinks she is allergic to cats (but not dogs, go figure)
This does happen though it's not as general as your roommate makes it out to be. I'm allergic to the dander of fur coated (shedding) animals but not ones with hair, most dogs have fur but some (including mine) have hair that needs cutting as often as peoples. In my experience all cats shed but not all produce the same degree of allergic reaction, long hair are WAY worse.
That said I've seen that I like male cats better in general because the ones I've met play more rather than just sitting. My aunt did have a male that was a complete jackass though, he would bug you to pet him then bite and run away when he'd had enough.
Female cats do tend to be more affectionate in my experience, if that's what you're after.
I don't think it's really attributed to the sex, but in my experience, male cats have been better pets. By better, I mean more fun, friendly and outgoing. Every female cat I have had has been less friendly and sort of anti social and snobby acting. My last female cat would hardly ever have much to do with me other than meow at me when she was hungry, then she was off again. My last male cat was awesome, as he would always see me on the couch and would jump up and sit next to me and watch TV, or would sit next to my keyboard while I was on the computer, and would come in my room in the mornings and lay on my chest and pur until I woke up.