This depends on the fish, for many this can be very difficult.
Also several factors go into any fish developing into a breeding condition, where sexing the fish is more likely; water temperature, water quality, and a very important aspect is proper nutrition.

Here are a few basics;

Livebearers:

In Livebearers such as platties the male has a short tube called gonopodium in place of the anal fin, while the female has a normal triangular anal fin.

Cichlids:

In Cichlids some species, males and females are readily distinguishable by color, size or shape. For others it is difficult or even impossible to tell the sexes apart in non breeding individuals.

- Body shape: The male form a pair of cichlids in the wild is generally larger than female. Some females are larger than some males especially if not found in a breeding pair, so size alone is not a reliable indicator. Males may have a hump on the forehead. The size and shape of this hump differs by among species. This again is not foolproof as females in aquariums have also grown humps, so the presence of a hump does not in itself identify a male. Females may also rounder.

- Fin length: Males Cichlids will often have longer, more flowing and pointed anal and dorsal fins. This method has many exceptions too (such as female Convict Cichlids).

- Coloration: This is a species specific check for the sex of the fish. A couple examples: (1) female convict cichlids have orange on the belly, particularly when they are ready to breed, while males lack the orange. (2) In Auratus African cichlids from Lake Malawi, the young fish have female coloring of a yellow-golden base with three black bands, aligned with white stripes running parallel to these black bands. As the fish mature the males reverse to a black base body color with yellow or turquoise bands.

Goldfish:

Sexing Goldfish is very difficult before they reach sexual maturity.
One way to tell is by looking at the shape of the vent. Females may have rounder convex vents while males have thinner concave vents. The pectoral fins of males may be rather thick and stiff (compared to those of female goldfish) and with a more pronounced outer ray.
Another way to tell is by male goldfish will developing breeding stars on their gill covers and along the first ray of their pectoral fins when they are ready to breed.

Bettas;

Male Bettas in the wild are short finned in the wild, so fins are not as reliable a way to tell the sex in bettas and is common belief. Here are a few ways to improve the accuracy of sexing your betta: (1) While looking at the male betta head on, there is an extra flap of skin under his body. The extra skin is an extended flap of skin from the gills. (2) Again look head on, the males will have a much bolder head and fin structure. (3) While a little less accurate, a male will generally not have a white dot under his body, in between his ventricles. Females will have this white dot.
Taken together you can give a much more accurate assessment of your Bettas sex.

For my full article including pictures:
SEXING FISH; The differences between males and females (if any)