Male or female header on PCB?
My theory is that male headers are less likely to suffer damage by contamination since everything is "out there" and visible. Use the shrouded kind for more protection. 

The females, when part of an IDC cable, are more easily replaced if they fail, rather than trying to replace a part on an expensive multilayer PCB. 

You will find most products where there was a choice such as IDE disk drives and PCB motherboards will agree with this choice.