With alot of breeds, the secondary sex characteristics start showing themselves at 4 to 6 weeks old. Another clue can be the differences in feathering out, as already noted.
I used this as my guide and was able to tell my brahma boys from my brahma girls at 5 weeks old:
According to UC Davis Veterinary Care Program.
2. Physical Characteristics (4-6 weeks of age)
a. Comb The cockerels comb is medium size and pinkish, the pullets is small and yellowish.
b. Legs The cockerels legs are sturdy and long, the pullets are finer and shorter.
c. Tail The cockerels tail is stumpy and curved, the pullets is longer and straight.
d. Back The cockerel has a thin line of stub feathers down the center of his back, the pullet has more advanced feathering along the center of her back.
e. Side of neck, flank and crop The feathering in the cockerel in these areas is poorly advanced, the pullets feathering in these areas is well advanced.
f. Wing bows In the cockerel the wing bows are bare, in pullets the wing bows are covered with small feathers.
**Keep in mind that I was comparing chicks of the same breed and not apples to oranges, so to speak.