It's pretty hard to tell the sex of baby beardie's so I wouldn't worry about it too much. Just spend time with the beardies at the store and see which one draws your attention most! Every beardie has its own personality. If you're looking for an adult beardie just know the only difference is females will lay eggs every once in awhile. But again, each beardie has it's own personality.
I personally bought a 50 gallon tank from the start because I didn't want to have to upgrade as my baby grew into full size. As, for caves theres a ton of options. I use an open log which serves as a basking spot and a cave. I also have a hammock in the corner on the cooler side which can serve as a cave too.
Lastly, beardies are from the desert so they absolutely need a basking lamp along with a
uvb light lamp for bone health. These things are very important for the health and wellness of your beardie. Make sure you do a lot of research before getting one, I know it took me awhile to figure it all out as well. They need a basking side of the tank at around 95-110 degrees (depending on its age) and a cooler side of the tank should be no lower than 75 degrees for an adult and 80 degrees for babies.
Here's a video that helped me set up my tank:
https://www.youtube.com/watch?v=sb6u0NHtdOg
And here's a handy cheat sheet for every age:
https://imgur.com/gallery/CrvIE
Hope I helped!