Male and female mice are both perfectly suitable for keeping as pets. There are certain differences between the two sexes, which you should consider before actually getting a mouse. Otherwise the decision is totally up to you. Mice are very social animals, so if you do get a single mouse, you should interact with it a lot. This means each and every day
The males, also called bucks, have a distinct smell. However, the smell isn't all that bad, especially if you have only one buck. You do get used to it after a while. Regular cleaning of the cage will keep the odor at bay. If you clean too often, you will only make the smell worse with bucks, as the little fellow will hurry up and mark his territory with his wonderful smells again.
It is possible to get a male mouse castrated, which makes it able to live with females or other castrated males. Neutered males smell much less than intact ones and they can be even calmer. However, bear in mind that all kinds of operations are risky for such a small animal as a mouse. If you do have a good vet, who will use gas anesthesia and you can afford the operation and can take a day off to see everything goes fine after the operation, neutering is one option you have. Neutered males cannot be entered in standard classes in shows - pet classes are open for them.
There may be difficulties with introducing a new mouse in an established group of females, as the older ones tend to defend their territory. This can be rather aggressive even. Let the mice to meet each others on a neutral ground, a larger show box (plastic tank) will do fine. In the mean time clean the group's cage / tank thoroughly, including all the toys, nests, food bowls and water bottle. Change used cardboard boxes and tubes for new ones. Mice recognize their own territories by the smell, so they won't be as eager to chase the newcomer out if the cage does not smell familiar. It is also a good idea to give the mice something very tasty to eat, so they won't necessarily bother fighting each other with all the goodies around. There can be some quarrel when the group reestablishes their "pecking order", but usually everything goes fine.