Ive been wondering for a while so. here are some photos
No fair; you gave a useful answer...
Reptiles have this cloaca thing, I think you should go with Nacho L
Pros may have more knowledge than I, but I recall with a lot of reptiles, its rather difficult to tell without examining their genital areas closely. What to look for, I have no idea. (eg many snakes you need to probe because all their reproductive organs are internal.)
As nacho shows -- and I do know from my friend owning turtles -- if any of them try to mount the other ones (you'll know exactly what they're doing) -- that one is probably male.
That's why it helps if they have different colored costumes. And different weapons too, as well as different personalities...
Splinter taught them to be ninja teens (He's a radical rat!) Leonardo leads, Donatello does machines (That's a fact, Jack!) Raphael is cool but crude (Gimme a break!) Michaelangelo is a party dude (Party!)
I think, after looking very carefully, I would describe their gender as "indeterminate".