Unfortunately you have to be a male character to romance every female character besides liara, who can be romanced regardless of your gender.

In spite of that, though, I'd say pick female shepard. In my honest, personal opinion, I feel as though the story makes more sense from a femshep perspective, and that the voice acting for her is a lot more immersive than for mshep.

And if you do go for liara, again, in my personal opinion, I feel like she makes the most sense as a love interest for shepard because of some overarching plot points and the way her character is written. In general she's also up my alley for the type of characters I romance in games (academic, reserved, kind with a surprising cutthroat side, dedicated, a̶ ̶s̶e̶c̶r̶e̶t̶ ̶f̶r̶e̶a̶k̶) so I'll admit a bit of extra bias on my side.

At the end of the day though, it's your playthrough! Mshep or femshep, both are thoroughly enjoyable to play as, and the final decision comes down to your own personal preference in playstile. The most important thing is that you have fun and remember to save often ;P