the boys are friendlier and more curious of everything. You can usually start to see the differences early even if you dont trust your judgement yet. You make your guesses and see if you were right as time goes on. In some breeds its just so hard to know for a long time. I think Wyondottes and silkies are the toughest.
There is an old wives tail that says to turn the chick over in your hand. If it keeps kicking it is a Roo. If it stretches out its legs flat then it is a Hen. We use this method with about a 90% accuracy.
Hens will generally get their tail feathers first.
Hens heads are rounder and Roos heads are more elongated.
Sex Linked chicks you can tell by coloring.
Most of the hatchery pros do vent sexing. (No clue how that is done)