Are there any gameplay differences between the male and female Shepard?
I finished Mass Effect 2 on the hardest setting with both a male and female Shepard and I'm not sure which one I want to import first. Are there any differences for male and female Shepard in Mass Effect 3 BESIDES possible love interests? Any pros/cons?
No.
There are no major differences between a male and female Shepard other than romance options, and an occasional minor dialog (think of the condescending mercs on Omega during the Dossier:Archangel mission in ME2).
The major difference between the two comes down to the voice actor and romance paths.