Knowing the sex of your bug can be enormously satisfying. Fortunately there are some families and whole groups of related families of insects in which sex determination is relatively easy. I am always amused when I tell somebody that a Syrphid fly is a boy or a girl and they are very impressed and assume that I am a full-fledged entomologist, which I am not. You can give the same impression with just a little knowledge.
But in many other instances it is not that easy. The differences are very minor or not obvious to the beginner, or they apply to only one species or a small group of related species. I will not try to list those here, but if you are curious about a particular bug, you can check the information page and also look at the images in which sex has been determined. For instance look up:
Monarch butterflies and
Zabulon skippers.
If you want to know about sexual differences in spiders go to:
Spiders Information page.
In the immense majority of cases you won’t detect sexual differences in immature insects. Grubs, maggots and caterpillars are not interested in sex, only on eating and growing, so they don’t need any external sexual features.
So, here are a few tips on how to sex insects. I hope you find them helpful.
A very crude rule of thumb is that females tend to be bigger and to have a bulgier abdomen, especially when they are full of eggs. Of course you need to see images of males and females of the same species side by side to be sure.
Cluster flies,
Pollenia sp., mating

Male and female
Praying mantis,
Mantis religiosa

Female and male
Eyes: The males of several families of flies (Syrphidae, Bombyliidae, Tabanidae, Empididae, Stratiomyidae) have larger eyes than the females. They need that superior vision to locate the girls: “The better to see you with, my dear”. In some cases the male’s eyes are so big that they meet at the top of the head, You will have no trouble identifying the sex of Syrphid flies, for instance.
Syrphid flies,
Allograpta obliqua

Female  

Male
Bombyliidae,
Sparnopolius confusus

Female  

Male
Bibionidae

Female and male
Antennae: In many moths the males have feathery antennae and the females have simpler ones. They use their antennae to sniff the aroma, sex pheromones, emitted by the girls. “The better to smell you with, my dear”. They are so good at it that some can find a female of their own species that is more than a mile away.
Luna moths,
Actias luna

Female  

Male
Flannel moths,
Megalopyge opercularis

Female  

Male
The males of many species of beetles also have fancier antennae than the females and for the same reason as moths. Some have longer antennae, others have funny looking ones: feathery, comb-like, etc.
Northeastern Pine Sawyer,
Monochamus notatus

Male and female.
Wedge-shaped Beetle,
Macrosiagon limbata

Female  

Male
Ten lined June Beetle,
Polyphylla decemlineata

Female  

Male
Many male mosquitoes and midges also have feathery antennae. But in this case their function is very different; they detect vibrations with them: “The better to hear you with, my dear”. The girls produce a sound such as the annoying whine made by bloodthirsty female mosquitoes. That unpleasant hum that keeps us awake at night is music to the ears, I mean antennae, of boy mosquitoes.
Golden saltmarsh mosquitoes,
Ochlerotatus sollicitans

Female  

Male
Midges, Chironomidae

Female and Male
Male wasps of the Vespidae family have antennae that curve at the tip, while female’s antennae are straight.
Northern Paper wasps,
Polistes fuscatus

Female  

Male
Pollen baskets: Among bees, only the females gather pollen to feed the babies and have the equipment to do so. In many, the pollen basket or “scopa” is on the hind legs, but in leaf-cutter bees it is on the belly.
Halictid bees,
Halictus ligatus. (Hairy hind legs in the female).

Female  

Male
Leaf-cutting bees,
Megachile. (Hairy belly in the female).

Female  

Male
A word of caution: Some bees, such as some Colletidae, don’t have pollen baskets because they carry pollen in their crops. And cuckoo bees don’t carry pollen at all. So the absence of pollen baskets is of no help in such cases.
Megachilid bees,
Coelioxys. They parasitize other members of the leaf-cutting family and don’t need pollen baskets.

Female  

Male
Cuckoo bees,
Nomada. They parasitize other bees and don’t need pollen baskets.

Female  

Male
Egg laying organ or Ovipositor: Among Ichneumons and Braconids, in many cases the females have long ovipositors. But another word of caution: the absence of ovipositors doesn’t necessarily mean that you have a male. The ovipositor is very small in some species and the insect carries it folded under the abdomen, so you may not see it.
Giant ichneumons,
Megarhyssa macrurus

Female  

Male
Female katydids and crickets usually have a very visible ovipositor. Did I mention the word caution before? Use it here too.
Handsome meadow katydid,
Orchelimum pulchellum

Female  

Male
Weapons In several families of scarab beetles the males compete for sex and carry formidable weapons, reminiscent of the ones of their mammalian counterparts. Not surprisingly they have names such as stag beetles, rhinoceros beetles, etc. Females lack such equipment.
Stag beetles,
Lucanus capreolus

Female and Male
Rhinoceros beetles,
Dynastes tityus

Female  

Male
Behavior can be very informative, only female bees and wasps build nests, so if you see one doing so, you know it is a female. Also, only female wasps carry prey to their nests to feed their babies. The guys don’t concern themselves with chores of housekeeping and childcare.
Cerceris

Female
Gorytes

Female
Glenostictia

Female
And, of course, with any kind of insect, if you see one laying eggs, it is definitely a female.
Please, those that know more than me add any comments, corrections or additions that you can think of. Thanks in advance.