I'd say for a first time owner, a male would be a better choice.
You won't have to worry about the egg laying issues that come with a female.
A male would be fine in an 18x18x36" screen cage, and then move him to a 2'x2'x4' cage when he's about 6-8 months.
Screen cages are not expensive. An 18x18x36" will run you about $60 and after you up your cage to the 2'x2'x4' the smaller cage can be sold easly here on the forums or be used as an outdoor sun cage.
-Jay