To the average layperson, for all practical purposes, Sun conures are not sexually dimorphic, but to an experienced eye, they are just like Amazons (beak differences between males and females), African greys (females having silver tail bars), and Macaws (again beak/head structure differences) in that the males and the females have distinct physical characteristics that all pretty much hold true.
For me, its difficult to tell the difference between male and female sun conures until they are sexually mature. Some breeders say they can tell as early as 8 weeks, but honestly, i've never been able to see it, and I'll be the first to admit, that objectively, DNA sexing is the only way to positivily identify a birds sex, but even then I am aware of male birds that have been DNA sexed as male laying eggs.
Its very, very rare, but it does happen.
One of my technicians was a conure breeder and he showed me how to tell the difference with some of the birds that came into the hospital. He had close to 100% accuracy on determining the birds sex based on physical characteristics when compared to DNA sexing. Males
tend to have less red on their face or they have a duller red color, the females will have more red coloring or brighter red when they are immature. As the birds reach sexual maturity the males will develop more red feathers on their head, cheeks, and neck. The females don't loose the red feathers, the males develop more red as feathers are replaced. Males also have a slightly heavier beak than the females, but its very, very subtle.