male: note the enlarged pre-anal pores along with the presence of hemi-penal bulges at the base of the tail.
female: note that there is still somewhat of a bulge (albeit smaller than that of a male) but the pre-anal pores are not enlarged. the cloacal opening curves inward as opposed to being more flat like that of a male.
* the above photos are of adult leopard geckos, however, leos can be sexed as young as one month old by looking for enlarged pre-anal pores using a jeweler's loupe.