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The main differences between men and women are levels of testosterone, anatomy, instincts, subconscious learned behavior and conscious learned behavior.
The sex chromosomes do not contain the genes for many features we consider indicative of males or females like the penis or breasts, the sex chromosomes influence the development of the testes or ovaries, these in turn release hormones which affect the rest of the body during fetal development. You can find the technical details on the internet.
http://en.wikipedia.org/wiki/Defeminization_and_masculinization
The female body is the "default", when male hormones are released masculine bone structure, the penis and other male characteristics are activated and form. This is why males and females share "vestigial" organs that are usually only fully grown and functional in the opposite sex, such as nipples in males or the female prostate gland (skene's gland). This process affects the brain also, however the changes occur during fetal brain development and are permanent, which is why attempts to use hormones to change sexuality in the 1950s failed.
Both the male hormone testosterone and male genitalia usually result in more sensory stimuli triggering sexual arousal. Testosterone has long been associated with increased aggression, we can speculate that it intensifies certain emotions in men. The penis is not only more physically exposed than the vagina, the male genitals also include the prostate and seminal vesicle which gradually fill with fluids, exerting a pressure and triggering arousal. An example of this, if a healthy male does not intentionally trigger ejaculation, fluids will still build up and eventually result in a nocturnal emission. A female can quite easily go for months without even accidentally causing sexual stimulation, though it is also easy for a female to increase sexual activity beyond that of the average male. The influence of these differences vary from person to person, statistically and overall we can see an apparent higher libido among men.
When I talk about instincts I talk about instincts such as the feelings of nausea and disgust caused by the smell of putrecine, an instinct that is hard-wired into the brain as a result of genes which evolved specifically to cause this. Sometimes these genes require interaction with the environment to function properly, they involve emotions but the subject must learn to associate these emotions with certain stimuli, technically this is not entirely due to instinct though it may be casually referred to as such. This could be called subconscious learned behavior. Sometimes a person's ideas are completely abstract and largely divorced from any emotions, a maths question for example, this could be called conscious learned behavior. It is important to understand these distinctions, instincts and emotions can be associated with environmental stimuli and attempt to avoid making the mistake of assuming environmental stimuli is instinctive or assuming instinctive stimuli is due to repeated exposure to environmental stimuli and resultant psychological conditioning.
These distinctions all apply to sexuality. Sexual attraction is fundamental to evolution so heterosexual men and heterosexual women both develop a complex set of instincts and emotions influencing their behavior and increasing the chances of them reproducing, however it is difficult to quantify and find causal links for these behaviors, especially with varying life experiences from person to person. For instance one could make the observation that homosexual men are more interested in fashion than heterosexual men, just like heterosexual females are more interested in fashion, however this evidence is still anecdotal. Is love of fashion some kind of display behavior to attract a mate? How do base instincts result in this behavior after exposure to the environment? How does a gene with just a few megabytes of information cause the brain to develop in such a way and cause such complex behavior? We don't have the answers to these questions. However if we understand the limitations of our evidence, understand the background I have attempted to elucidate here and are careful to avoid potential errors we can gain a reasonably clear understanding of this issue.