The easiest stage to determine sex is during the pupal stage as Justine proposed. You can find some pictures of the process here: http://www.science-explained.com/techniques/rna-interference-in-tribolium/
In the adults I always find it easiest to pinch them in the abdomen with tweezers, the eggtube of the females will pop-out and if it doesn't it is a male. It is not completely fail proof and it will take some practice but it works for me.
I haven't looked at this paper for a while but External sex differences in stored-products Coleoptera D. G. H. Halstead Bulletin of Entomological Research, Volume 54, Issue 01, May 1963, pp 119-134 might be useful (doi: 10.1017/S0007485300048665)