If you're using the terms male or female then you are probably in a formal setting.  This question is not appropriate to ask in the United States so you shouldn't ask it at all.

Grammatically both are correct.  There are nuances, but the meaning is the same.  But be <em>extremely</em> careful when you ask this question in a formal setting like work.

When the words male and females are used as nouns, they require a determiner, e.g.:

- I see one male/female

- I know a male/female

- There were many males/females

- This is a female plant ('a' is used because plant is the noun)

When the words male or female are used as djective, they DO NOT require a determiner, e.g.:

- I am male

- Jennifer is female

- The plant is female

"Are you male or female?" [here male/female is an adjective, e.g., Are you happy?]

"Are you a male or a female?" [here male/female is a noun (a thing), so requires a determiner or article]

Then that's a casual setting and it's ok to ask.  I would just ask if the person is a guy or a woman.  If they get offended then who cares.  If you use male or female in a casual setting people will look at you strange.  We usually use those terms when describing animals.

There isn't a polite way to ask someone if they are a man or a woman in a formal setting.  Gender identity is a sensitive issue so just don't ask.  Gender identity, sexual preference, home setting, all are off limits in formal conversation unless they bring it up.  Then you're allowed to comment on it minimally.

Ask those kinds of questions in the workplace and it's a good way to get fired and also taken to court.  Just don't do it.

@KP It doesn't sound right...