The veil of ignorance means you don't know who you will be, or what your position in society is, and all your current memories and knowledge are erased. You are just randomly assigned to be one of the babies born in 2015.
I would pick woman, hands down. Not because I think that overall men have worse experiences, but I do believe there is more variation in men's experiences. Therefore the chances of having a really bad life like a prisoner, homeless person etc is much greater. I also think that the depths of potential suffering can go much deeper than the peaks of human happiness.