Housing a male and female betta together is fine as long as you have enough room and enough hiding places. Since bettas are such a generally aggressive species, they tend to establish their own territories, and they like to be left alone. So in such a small tank, i.e. anything under 10 gallons, it's definitely not a good idea. The female will tear the male to pieces, since she doesn't have enough space to hide from his advances. You'll end up with a shredded male and an angry female.
If you have enough room, though, they will get along quite well. I have a group of females with a plakat male in my 60 gallon, and I've never had any problems. I've had other pairs in other tanks, as well, and under 10 gallons things get nasty, but above that they do very well.