I sex mice all the time for work. It's fairly easy to tell when they are about 8 days old, mostly by looking for the (as that website posted says) nipples.
A former coworker also told me that when they are a day or two old, the males will have a black dot near their anus (I'm guessing the undeveloped testes?). I've seen this before but I never tested it out to see if it was true.