If you have a DS, I highly recomend Devil Survivor 2 if you ever get the chance, but that's another topic.

I never bothered with P3P because it lacked the Answer, so I can't really say I'm the best judge here. But Aegis being my favorite character from P3, I am hugely biased here as well.

And yeah, Male Protaganist is most definately canon, though really that's kind if irrelevant to the quality of one over the other.