Two mature males will shred each other until one dies. The anal fin is the lower fin just before the tail. Fin spots on males tend to be more irridescent, brighter and greater in number than the fins spots on females. Male fish dig holes in the gravel more often than females. Male fish have one obvious hole and one very small, barely detectable hole just past their anal fin.
Female fish have two equally sized holes.
I've never been very good at judging this though, and the fish sold at pet stores are usually too young to sex this way anyway.