The best way to check for male or female is to look at the genitalia, which you'll often have to do anyway to get a full ID for this group. Male Fanniidae have a reasonably obvious genital segment that you can 'hinge out' in specimens that are still flexible (i.e. you should do that routinely as part of setting the specimen), females don't have this (you may be able to see the tip of the ovipositor but there won't be a hinged segment).

Another clue is that male Fanniidae generally have eyes that come closer together on the top of the head than females do, although the distinction isn't as clear-cut in Fanniidae as it is for most hoverflies, for instance. You can see examples of males and females here:

http://www.diptera.info/photogallery.php?album_id=86

The key that you link to is new to me. It looks promising, although it is a shame that it isn't a bit clearer about what source documents it uses and what the taxonomic scope is (i.e. I can't see whether it includes all UK species, or what other geographical area it covers). For the Fanniidae it seems to be based very much on the RES key by D'Assis Fonseca, which is also available to download from RES (scroll down to find "Vol 10 Part 4b. Diptera - Cyclorrhapha Calyptrata, Section (b) Muscidae" - what we now call family Fanniiidae used to be a subfamily of Muscidae):

http://www.royensoc.co.uk/content/out-print-handbooks

Must admit I find Fanniidae one of the harder families to make progress with, but don't let that put you off!

That's brilliant Martin!

Similarly if you are looking at hymenoptera, this is a very good reference for morphology, which if anything is even more complex than in Diptera.  But at least you don't have to deal with all those bloody hairs!

http://www.amentinst.org/GIN/morphology.php