You can open them up and check their sex organs, but most people don't want to do that. A not very reliable way is to look at the size of the combs and wattles. Males usually have larger combs and wattles from hatch, but some females can have large combs and wattles. Agressive behavior is not a good indicator of sex. As long as you do not have hen feathered stock the best way is to wait for the sexual dimorphic feathers to come in.
Males grow long pointed hackle and saddle feathers.
In females these feathers are shorter. A little later males will grow two very long sickle feathers in their tails with several shorter long feathers. Females do not grow these pointed tail feathers. Don't expect these male feathers to start coming in before 8-10 weeks and with some breeds it is even longer. About the easiest breed to feather sex in this way are the Polish.