Depends what species but here are a few things i look for:
Colour (only applicable to dwarf gouramis really as females are less colourful and more grey)
Dorsal (top) fin - On males, the fin is longer and reaches the base of the fishes tail (on some species it flicks up at the end) whereas on females the dorsal fin is shorter, rounded and doesnt reach the tail.
Body shape - The females tend to be smaller and fatter, especially their 'belly' area between their front (ventral) fins tends to be more bulgy.