The color pattern on the upper wing (dorsal) surfaces often differs in many species of butterflies. For example, in species of Blues, the male's dorsal wing color is often bright blue, whereas that of females has lots of brown. See these photographs of the Anna's Blue (Plebejus anna).
Another good way to tell the difference between male and female butterflies is by behavior. Males are often perching or patrolling in search of females, and females spend a lot time searching for plants on which to lay their eggs.
The final and definitive way is to examine the abdomen. Females tend to have rounder abdomens. Males have a slit at the tip, and females have a round holes where the eggs are laid. It is especially difficult to separate the sexes of some Brushfoots such as Mourning Cloaks and Tortoiseshells.