There has long been debate between the pro's and con's of the two sexes. I have both and i can tell that they have different characters and personalities. Whether this is due to correct rearing practices or a "personality sexual dimorphism" has yet to be determined. There have been studies about male iguanas and their intercation with pheremones, as well as documented cases of attack. For the most part, i think they might just have gotten a bad run of publicity. While bearing this in mind, i have noticed times when my male iggy gets quite onery, and you might want to keep an eye out. This seems to be the case more when with a female (iguana) or in close proximity to one. Also, fluctuations with seasonal changes and temp seem to play a part. There is no doubt that males have an incredible look, and both make great pets if you are willing to do the work. My female is a gentle and kind creature, who one might say loves affection- being rubbed and hand fed. the male has not shown these intercations, though he does interact on other levels- eye conact, coming for food, head bobbing and being curious, but that's about it.
I would like to reference a great resource here-
www.anapsid.org. i believe it's Melissa Kaplans website, and a great help and source of incredible and accurate information.
All the best, hope this helps
RMK