I wouldn't say more affectionate. The boys may be more clingy and the girls more independent (ie they'll give you some space), but I think their affection levels are exactly the same. My current male is very clingy and I love that my female gives me some space (ie I can leave a room without her attached to my leg). Remember clingy can sometimes mean separation issues so if you're out of the house working very clingy may not be ideal.
The one thing I have noticed is if someone posts on Sheltie Forums about a high drive Sheltie (a true sheepdog) then it's more likely to be a female. As for barking, definitely not seeing gender basis on the forum for that. Heck my most barky dogs were males!
However, personality between Shelties does vary and your best bet is to discuss with the breeder the personality of the puppies. My dogs are very affectionate and very friendly, past as well as current, but I think that has as much to do with upbringing as genes. Best thing you can do for a sheltie is socialise, socialise, socialise.