Yes, the male plants spend their energy making spears, not making flowers and fruit, so they are better. If you are growing from 2 or 3 year old crowns that you have ordered, most growers will tell you that they are all male plants, but that may not be true. However, if you have one or two females in the group, they will still produce edible stalks, just not as many.
I am actually happy that we had one female plant, because it produced flowers and fruit (little red berries), and I learned through experimentation that you can, in fact, grow asparagus from seed.
You should know that if you plant 2 or 3 year old crowns this year, you should not cut any asparagus spears until the third Spring after planting. If you cut too early, it will stunt the plant. If you are starting from seed, it will be at least 5 years before you can harvest.