Have had four girls and one boy over the past fifteen years or so, so admittedly am a bit short on boy evidence.
Pumpkin (girl) - Liked to go swimming in the lake over the road from our house. Would also roll about on the tarmac (v scary) and would wait for me to come home from school/work at a point about 500yards from our house then follow me home. Died of kidney cancer.
Spooky (girl) - Never moved more than three feet from back door - except from the time she somehow got on next doors roof. Died of heart failure (not on the roof you understand, many years later!).
Eira (girl) - Rarely went further than three gardens away in either direction due to massive stray tom's territory bordering those gardens. Killed by a car when she followed the neighbours' cats over the road - probably to go hunting.
Mabli (girl) - Born feral, rescued, now knows exactly which side her bread is buttered and will not leave house even if you leave the door wide open. She just looks at it. Currently sleeping on our bed.
Merlyn (boy) - Will throw himself out of the door, run like buggery into the back garden, roll enthusiatically on a patch of grass under the washing line, then freak out and run back in again. Currently on my lap.
I think it's often personality more than gender that defines how far they'll go. Pumpkin and Eira (my only real 'wanderers') were both 'hunters'. They were also less 'lovey' than the other three, not really lap cats. All of mine were/are neutered/spayed.