With budgies the male is usually more forceful so are preferred as pets. Hens make just as gooda pets but since the hen is fairly quiet in Nature they do not 'talk' as much as a male.
They are quite happy by themselves and are more likely to bond with the owner. If there is nobody home during the day it may be better to get a pair. If in a small cage make sure you train them so they can go for a daily fly around the room, they'll soon learn to go back into their cage.
Look out for a perky looking bird with tight plumage, clear eyes and legs, and no mis-shapen beak or toenails. The feathers should be clean and well fitting, especially around the vent area.