Ok... It is definitely a boy.
First off, It doesn't have the heart-shaped tail.
And before anyone mentions it, Yes, I know that it was only recently released in Gen IV. But that doesn't really mean anything.
Way back in EP006, Ash, Misty, Brock, and Pikachu visited Mt. Moon, and encountered the clefairy and clefable.
then later, in AG135 (aka, EP 411), A real Cleffa-hanger, they briefly revisited Mt. Moon, and saw the clefairy and clefable, as well as the newest member of the Clef family, cleffa. Now, encountering a pokemon that wasn't there the previous time they visited would have had Ash, Misty, Brock, and Pikachu acting surprised that they were even there, right? well, that isn't what happened. If anything, they have acted like the Cleffa were always at Mt. Moon and they had seen them before despite it being their first time seeing them at Mt. Moon. Now with May and Max, it's understandable, since this was their first time in the region (much less Mt. Moon), but with Ash, Misty, and Brock, there was no excuse.
anyways, my point with that paragraph was that if they were able to completely screw over continuity and act as though it has always been in the series, they can most certainly act as though the "Heart shaped tailed female pikachu" has always existed.
Besides, Though not directly stated in the games, It was implied in DP that The heart tailed variety exists in all regions due to the fact that if you capture a female pikachu In Kanto, or Hoenn and transfer it to Sinnoh's Pal Park it ends up having the same identifying mark as a Sinnoh pikachu.
2. The buneary factor.
well, the dub has at least confirmed that Dawn's Buneary is female, but we still have to wait for the Japanese to confirm it, or did they already confirm it?
Actually they did. See, according to a little birdie on serebiiforums, Dawn's Japanese character bio page on the official site claimed that Buneary is a female. now, I cannot verify if it is true, all I have is this source's word.
anyways, that is all for now.