I think it's fine to have a preference. I'm female and I've tried both female and male therapists. I have a definite preference for female therapists and I've never had erotic transference to either gender.

I will say that I haven't liked female therapists who were too gushy or "cheerleaderish" (sorry, I realize that is a pretty lousy way of describing what I'm talking about, but couldn't come up with a better description). I want a female therapist who is infinitely calm, serious and unflappable, but one who has a good sense of humor.