All juvenile cockatiels look like hens (females).
Most 'tiels can be visually sexed by 9 months of age, after their first molt (feather shed). Some mutations can be a little more difficult.
Females have horizontal barring (stripes) on the underside of their tail feathers. These can be seen when you are in front of your bird, with bright sunlight/light directly behind the bird. I have noted that the banding is not color, but the structure of the feather itself. Each stripe is actually a gap, without the little feather "hairs".
Males have a solid structure along both sides of the quill.
Females have a single white pea-sized dot on their primary wing feathers. Males do not.
On standard greys, the males have a mostly yellow crest. Females have yellow at the tip. Females have grey mixed in with the color on cheek patches, creating a muted or gray appearance, while males are bright. On whiteface grey birds, females will have little, if any, white on the cheeks.
Male and female pieds, and lutino's (yellow), have the same basic colorations, but females still have tail banding, and the dot on the primary feathers.
Pearl (fish scale pattern) males will lose most, if not all of their pearling as they age.
Here's a great link for visually sexing cockatiels:
http://www.cockatiels.org/articles/genet...
The only 100% accurate method of sexing a young bird (before the first molt), is by DNA testing. If you really need to know, you can have your bird tested yourself with a tiny sample of blood (toenail), a few feathers pulled from the chest area, or it's egg shell.
DNA sexing alone costs less than $25. Samples can also be tested for disease and parasites.
http://www.avianbiotech.com/
Never use pelvic sexing. It is not only inaccurate and outdated - it's also potentially dangerous. And it doesn't mean anything on young birds. The recognizable gap in the bone doesn't occur until females have begun laying eggs.
As for behavior, males tend to be vocal, affectionate and bold. Females tend to be rather quiet and shy. However, there are always exceptions.
Here are some of my favorite websites for cockatiels, and other parrots:
http://www.cockatiel.org/
http://www.cockatiels.org/
http://www.tailfeathersnetwork.com/
http://www.birdsnways.com/
http://www.birdchannel.com/