Nikki is our 1st Boxer, and being that she's female, we've noticed she's definitely more independent. She will follow us around the house, but if she's content on the couch downstairs, she will not follow us upstairs until she's ready. Also when someone rings the doorbell and I don't recognize the person, I never open it... I'll go back upstairs or to the family room, but Nikki will remain by the front door area until she feels there's no more reason to protect the house.
On walks, she's more concerned about a smell that she's tracking. She does walk with her head up sometimes, but most of the time she's smelling around, hehe. Training her to do loose-leash walking was hard at first.
As for snuggling, she loves to do this, except hehe... sometimes she likes her own space, y'know? If she's resting and you snuggle in her face too long, she'll either get up & move, or lift her head up as if to say "Not right now, I'm resting". LOL!!
As for training, she's VERY smart. When you pair that with independence, it's more of a challenge to train. But now that she's 4-1/2, she's awesome. We've taught her commands in conjunction w/hand signals, so many times we'll just snap our finger, give her a hand signal, and she'll follow through.
One thing that I do envy in male Boxers is they seem to be easily trained under voice control. With Nikki, she always has to be on-lead. We tried letting her off-leash at a park once (when no one was around), and she went clear off to the other side of the park, towards a huge dirt field. The only thing that brought her back was the sound of me starting up the truck, LOL!!!