While geldings usually are a little more agreeable, and usually will do what you ask the first time, sometimes I appreciate having a mare who gives me the "What the heck are we doing?" look. It makes me re-think what we're doing, make sure it's safe for both of us, and if it is, I ask again and she'll do it. My mare is a good mare to work with- you just have to ask her in a reasonable way. Compared to the geldings I've ridden/showed, I have to say she has more heart and gives you more when you know how to ask for it.
Does that make sense? I guess what I mean is that, for someone who rides well, who isn't just learning to ride, I think mares give a challenge and a great training/learning experience. Geldings make for an easier ride (usually).
Just my opinion though- written from owning a mare. :)