I think a big thing to look for is what their costume is. If it's a guy dressed up just as "woman," and wearing what looks like borrowed/thrift store clothes and comically stuffed boobs it's probably a good bet that he's just wearing a costume, but if he's actually gone through the trouble to seek out a traditionally female costume, I tend to think he might be one of us because just dressing in women's clothes wouldn't be a "costume" for him.

Though I also tend to think any man who dresses for halloween probably has at least some desire to do it in general, and perhaps only does it on halloween because it's the only time he thinks it'd be ok.