Hmm, well males can be a little bigger than females, but it's unreliable to sex a gecko solely based on that.
Their overall behavior is pretty similar to each other. Although male geckos are territorial towards other males because they see them as competition. I've also heard that males can become more active during breeding seasons, whilst females can become more flighty.
Best way to sex a gecko is to look at their genitals. A male will have pre-anal pores and a bulge whilst females do not.
I found a good short video that can help explain.