Adult males are very easily distinguishable from adult females. The males develop a rather prominent hemipenile bulge just behind their vent. This bulge may begin developing at around 5 months, but often it may take longer to be visible.
Earlier in their lifespans, however, they are a bit more difficult to tell apart. A juvenile male can be spotted by looking at the ventral (bottom) side of their rear legs. Sometimes, with the naked eye, a line of very small pre-anal pores can be seen. Sometimes, for younger animals, a jeweler's loupe of 10x or stronger can be used to determine whether pores exist or not.
I am enjoying using this 60x lighted loupe which really helps me bring pores into focus, sometimes on geckos as small as 3.5 to 4 grams. Figuring out where to look on the gecko can take a little getting used to, but you can generally hold the gecko gently against a clear deli cup lid and look through that with the loupe to look for pores.
Females will show no true pores - however, at times, females have been known to show dented-looking scales that might be confused for pores. Keep in mind that very young geckos under six grams may be difficult to sex, even using a jeweler's loupe, as some geckos' bellies have incredibly patterned scales that make it more difficult to pick out pores or lack thereof.
In the breeder/vendor world, often females are a bit more expensive than males. This is because one male may serve as a mate for three or four females, and it is sometimes easier to keep females together in an enclosure than males. Females may have a lower tendency to fight each other or protect their territory from other females; however, I have personally also witnessed females fighting amongst themselves even in large enclosures with a lot of room. It is always best to use caution when housing geckos of any sex together, and to keep in mind that it is not the best idea to get a second gecko if you don't have separate housing for it. That said, I do personally find that a high-end male makes an excellent investment and I personally am more willing to pay more for a highly-patterned male than a female.
A word of caution: When you are planning to purchase a gecko of a certain sex, it is a good idea to procure a sex guarantee from the vendor, if possible. While most animal vendors are honest, some have been known to raise the price on an animal proclaiming it a "female," only to have the animal prove male once you've brought it home. Other vendors prefer to sell younger, more difficult-to-verify animals as "unsexed," which means they don't guarantee the sex, and you take what you get. This works well for pet-home geckos especially!
Adult females also may have a bit of a fatty deposit around the vent area, which may give the impression of a small hemipenile bulge. It is for this reason that I prefer to rely on loupes and other magnification. (If you have a strong enough camera lens, you can try taking a photo of the gecko's underside and zooming in on the pre-anal area in a photo editor.)
If your plan is to raise animals together, it is best to make sure you have two females, and that the females have each undergone separate quarantining procedures for at least two months on their own, though longer is better. Overall, always keep an eye on your geckos and watch for tail nipping, weight loss, or other issues that may indicate that your geckos are fighting with each other and be prepared to separate them. Males and females should not be kept together unless the female is of appropriate size (I recommend 35 grams or larger) and you have done a slew of research on the effects of breeding on your animals. A male will breed a female if they are housed together, once he has hit maturity!
You may notice that your gecko has a small whitish bump on either side of its vent. These are the cloacal spurs. Both males and females have them; they are thought to be used in mating to help the male align himself with the female. Some breeders insist that you can tell a male from a female by the size of the spurs, as males sometimes tend to have larger spurs than the female. However, this is not always the case - I have at least one female who has larger spurs than a male of the same size, and have seen at least one male with spurs that are almost non-existant.
I am personally wary of breeders who insist that they know whether a gecko is male or female from the spur size alone.
Some species of geckos have been proven to be influenced by temperature-dependent sex determination (TSD). This means that incubating an egg at a certain temperature may yield a much larger chance of receiving females or males. To my knowledge, crested geckos have not yet been proven to have a temperature-dependent sex determination. If you encounter a breeder who says they have "incubated for male" or "incubated for female," please discuss the matter with them.
It is in your best interest as a buyer, if you are looking for a particular sex, to talk to your breeder and ask which method they use to sex their geckos.