Depends on the individual and which among your friends are more open-minded, and particularly who you get along with better and can trust to keep secrets! I have a couple of guy friends whom I can talk to about some of the more taboo subjects, but only one girl whom I can talk to about serious serious issues (and taboo stuff).
Guys are less likely to go around spilling taboo secrets though. They are also more likely to give practical advice without taking into account your emotional state.
Girls are more likely to give emotional support and share your anger and tears, but are more likely to gossip
So both have their pros and cons. Depends on which issues, and individuals of course.