Hi and welcome!
I think in some breeds the difference between the sexes is pronounced, but in shelties, I think it's less obvious.
I think the more important thing is to come up with a list of characteristics you'd like in a dog (active, playful, calm, laid back, affectionate, etc...) and share that with your breeder. A responsible breeder will match you with the right dog, whether male or female.
That being said, I've heard people say that females are more independent but that's not the case with my two.