I think if it was up to my emotional side, I'd pick female doctors. But honestly, I just want someone I have confidence in and that overrules any other consideration.
I did come out to my primary care doctor (male) about a year before I started getting medical involvement in my transition. I had lost a lot of weight and he asked why, so I told him. From that day on, at each visit he would ask after my "motivating factor" -- a term I think he was using so he wouldn't out me to his nurse. A year later I started moving on transition and since he was coordinating my care, he saw and could understand all the details. He also wrote my letters for changing my documents when that time came along. I guess to me I would wonder why you would NOT come out to your doctor, but people have their reasons.