There are a few different ways:
Look for spots on the wings and bars on the tail feathers after the bird reaches adulthood only hens will have them. This doesn't work with pied mutation birds since they may not have any of these feathers in non-pied (wiped form) or the feathers they do have may not have advanced correctly with age. With lutinos the spots and bars will be hard to see but they are there just very yellow. Try using a black light if you have trouble.
Birds carrying a sex-linked mutation 2/3 times are female because of how sex-linked mutations are inherited. If a bird has two sex linked mutations the odds of any old bird being female jump up to 9/10. If it has three, the odds are 99/100. The odds never go to 100% but it can give you a good idea.
Conversely, Normal gray non sex-linked mutation birds are usually male.
The most accurate way involves taking a family history of the parents and their mutations. It can be used to sex some chicks depending on the mutations that family carries.
Also behavior, hens are quieter, lay eggs, and don't typically learn to copy human speech. The way they masturbate (a lot of cockatiels do this) hens will rub their vent against something and chirp softly. Males are loud, sing and copy human speech (sometimes) and hump objects when they masturbate. I hope I didn't gross you out with this but it is a legitimate way to tell.