This is really old already, I know- but I had pet mice (29 to be exact) and adored them. (It's rare I get a chance to talk about them, I hope no one minds ^_^; I just learned a lot when I had them) Incase any of this is still valid- males are, usually, much more smelly than females. Some males have stinkier urine than others, so some may not seem much worse than girls.
Never, ever, use cedar shavings with small rodents, also avoid pine. Use aspen if you must use wood. But, Care Fresh, a recycled paper product, is actually wonderful. Not smelly at all, they love to burrow in it, and it doesn't have the toxic chemicals most woods have. I've seen many a rodent at the vet because of cedar though. I had to use aspen a lot because the only petstore near me that carried Carefresh was always out. It's a lot easier to find now though.
Males can live together, but I didn't have any luck, (except for with 2,) with them getting along if they weren't kept together from birth. The boys that did get along often wrestled, but it in no way looked like real fighting. They were really fat and just kind of rolled around- There was no biting or scratching, or even looking annoyed. It looked like play and maybe a little bit of a dominance thing (In some cases I think they might have been trying to hump with each other, oops, oh well)
Females from different litters did seem to get along remarkably well, although I have heard that there can be fighting, I did not experience it. Both males and females love company though, they groom and comfort each other all the time! They're very social. One little girl even liked grooming my boyfriend. All 23 of mine had different personalities. (^ were babies I found homes for, I can't truly vouch for them)
I should add that I had 6 boys in one cage, 2 in another (father and son, none of the other boys got along with dad), 4 in another and the rother 11 were girls in one cage. The boys usually got fat, the girls usually did not, most of the girls lived longer than the boys- but the father actually out lived them all.
Some of the babies I gave away did escape from hamster cages, once they were grown it seemed to be fine though. I kept my boys in hamster cages and all the girls were in one big bird cage- wire was the same size as a hamsters though. There was a short time, when and after the babies were born, where I was using aquariums.
Invest in one of those live mouse traps (the box with the door that shuts when they walk in) drill extra small holes near the dead end of it though. The ones that escaped and I caught with those, well, the trap steamed up and mice looked out of breath -even after just a few hours.
The Boys :3 They sat in there and groomed each other :3