I have 1 boy (4.5) and 1 girl (2.5) and despite being similar in character (both energetic and wilfully independant) there is a definite boy/girl difference.
My boy is an action man, on the go all the time, and loves nothing better than leaping off the furniture and wrestling with his mates/dad/bachelor uncles/anybody else with the nerve to participate. He has always loved trucks, cars, trains etc, with a definite preference for anything that he had to push around himself (I remember him getting very annoyed at 2yo with a friend's train that worked by batteries!). To be fair to him,though, he can sit and concentrate when something interests him. I think the secret with this sort of lad is to channel the energy in suitable ways as best you can, and do your best to avoid situations where it can be destructive (easier said than done sometimes, I know).
Dd has grown up surrounded by trucks and trains, but we had to buy her a baby doll before she was 1 because everywhere we went she tried to steal other girl's dolls. She plays endlessly with her babies, feeding them, changing them, taking them for walks in the buggy etc.
In balance, though, I've found ds on the whole easier than dd. Although his energy level and general bull-in-a-china-shop ways can be a challenge, his sister is far more devious and manipulative, even at 2.5. She also seems totally impervious to being told off! I find the situation similar to Mollipop's - ds seems more needy than dd, and definitely needs 'Mummy time' more than her. Dd is far more self assured and independant, and I really admire her for that.
Reading this I realise that it sounds as though I prefer ds to dd - that's not the case, I love them both to bits, but they both have very different qualities.