It is not always possible to tell if an insect is Male or Female but in some cases with a bit of "insider" knowledge and knowing what to look for it isn't too hard.
Large Skipper Butterfly
Large Skipper - Ochledes venata - Male
This one is quite subtle but the giveaway is the black "streak" mark on each forewing which indicates it is a male. Note the lack of this on the female below.
Large Skipper - Ochledes venata - Female
Scorpion Fly - Male
With the Scorpion Fly you need to look at the tail which gives it its name. The male has a bulbous turned up tail like a scorpion whilst the female (below) doesn't.
Scorpion Fly - Female
Longhorn Fairy Moth - Nemophora degeerella
Longhorn Fairy Moth - Nemophora degeerella -Male
Can you guess what it is yet? Yes the distinguishing feature of this male is its unfeasibly large antennae. To be fair the Female (below) has pretty large antennae for its size, but not in the same league
Longhorn Fairy Moth - Nemophora degeerella -Female