The convention is to castle kingside, as the king is slightly more protected and it takes one less piece (the queen) to do so. However, it all depends on the board position and the timing of your castling, which depends upon both the game and the player. Please refer here for more information.
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Do you prefer castling Queenside or Kingside? Why? What strategical elements are different?
Personally, I slightly prefer Queenside. Of course the board matters most but if I can't decide, I usually go queenside. It brings a rook directly to the middle and can allow a doublestack with the queen, protect centre pawns, etc.
btw: If you want to play an unrated game against a virtually unknown gambit challenge me with "Gambit" named game.