Depends on the kind of insect you're looking at, but most species it's not too difficult to tell with a little familiarity. In the case of Asterocampa the wing shape is a dead give-away. The males have basically triangular wings, while the females have them much more rounded. The females usually have fatter abdomens, and they also have different parts at the end of the abdomen (hard to see in photos - especially when you can't even see the abdomen - as here :0).

Dave

Thanks Dave! I appreciate you sharing that information.