Check out this special issue of the Journal of Neuroscience Research, giving an extensive overview of how sex can modulate brain wiring, behaviour, neuroimmunology, response to stress and vulnerability to disease. Edited by Larry Cahill, who has championed the issue of gender effects in neuroscience research for decades, this is a must read for anybody interested in sex as a biological variable in the brain.
The following articles are open-access:
Sex differences in depression during pregnancy and the postpartum period (Inger Sundström Poromaa,Erika Comasco, Marios K. Georgakis, Alkistis Skalkidou)
Multimodal neuroimaging of male and female brain structure in health and disease across the life span (Neda Jahanshad PhD, Paul M. Thompson PhD)