I think it helps just looking a chicken after chicken at different stages. Here is a link for a barred rock roo at 8wks. See how red and large the comb is compared to your chick? Even the red in the background of the 2nd to last post has a redder comb than the black one.
It does vary from breed to breed. With my RIR (avatar), I was pretty sure (but in denial) from 3 wks on that he was a rooster (probably even closer to the 2nd week, but I was just holding out hope even when he started crowing at 16 wks). Hackle feathers should be apparent in most breeds by now, saddle feathers start appearing and eventually sickle feathers (those long beautiful tail feathers) and the comb/wattles just keep getting bigger and bigger if its a cockerel. Other signs, include color differentiation (whiter barring for Barred Rocks as soon as feathers start coming in and Easter Eggers I believe start getting mahogany red wing feathers around 6 wks for males). It helps to know the breed of the chicken as it can give you clues as to what to expect for each sex. However, this being said, there are those chickens who go against the "rules" of sexing and are the little surprises.