training and Behavior

Without knowing the market in your area I really can't say anything about prices.
 
Do you want a mare or a gelding?  Each has their own atributes.  I prefer mares but some people don't like their heat cycles.  I have a gelding and a mare and I can tell you their personalities are as different as night and day.  The gelding will test me, he will have temper tantrums when he doesn't get his way.  The older he gets the more mellow he is, but a young gelding is not as placid as some people seem to think.  A mare will try much harder and have a better work ethic than a gelding.
 
Just my 2 cents, in my experience.  That said, I'd look at the mare because you can't do much with a 6 month old.  If you want to be involved with the entire process, bond with a young one and help with the training then sure, go for the baby.  BUT its expensive to give a baby vaccinations, hoof care, and to just feed an animal you can't ride until its 2 years old and you can't do any hard riding until its 4 years old.  Big investment.
 
If money is not an option, then go with your heart.

They'd both be difficult for me! []  But if you're good, you could probably handle either one!  Why not just get one already broke? and old enough to use?  Plenty out there!

My first thought is if you're asking those questions, you(& the horse) are probably far better off getting an already well trained horse & having lessons, well before you even think about taking on any babies.

Who would be easier to train & behave better?? It depends is the only straight answer to that. Depends on the horse & their innate personality, previous handling & experiences, your skill.... All horses are individuals, and aside from occasional hormonal pain/probs when a mare's in season, I've found mares to be no different from geldings, in the various horses I've owned & worked with. I'm assuming that if you get a colt he will be gelded asap? I do think that colts/stallions can be just as great, safe, reliable, but do require more skilled handling than many people can get by with, with other horses.

Regarding their age, I disagree with Summer that you can't do much with a 6mo. If they are both unhandled, there is PLENTY that needs doing with them way before you'd get on/connect up a cart to them. Ponies do tend to mature earlier than larger horses, but I still wouldn't be riding one under about 3yo.