Well, when you would ask a cisgendered person what makes them male or female, they would probably say it was their physical characteristics (their genitalia etc.). That's evidently not quite it, as shown by pretty much everyone on this forum (I realise that sex and gender are different things, but the world at large generally doesn't, so this is still how it goes).
You ask a pre-op transsexual with a specific gender what makes them male or female, and they may well speak of how masculine or feminine they are as an example. Of course, this isn't necessarily true either, as males may be really effeminate and females really butch and it doesn't mean they are not male or female.
I think what it boils down to in the end is an 'I just
know' thing. It's not particularly definable for a mass audience, but it's there. There may be certain indicators that lead the person to discovering this (physical dysphoria, lack of connection with masculine or feminine behaviours etc.) but these things on their own would mean nothing in isolation without the why to connect it to.
There are plenty of males who do stereotypically feminine things and vice versa, but if that person starts to question their gender what they will rely on in the end is this sense of 'just knowing'. They are obviously doing these things because they enjoy them, but I suppose it is the motivation behind it that determines whether it is an expression of masculinity or femininity (or just neutral).
As everyone has said before me, whether a behaviour is considered masculine or feminine depends so much on cultural norms for wherever the person is that they become largely irrelevant as a generalisation. By the way, I think crying at a film is a bad example because it's not much about conscious choice; I think even in the most macho culture if a man was crying because something in the film reminded him strongly of his recently dead wife, people would forgive him that. So if we use as an example a man wearing makeup instead. In a situation where everyone around him sees him as 'girly' for doing that and to be considered 'male' you have to not do that at all costs, well, that may be a sign that he is more feminine/more comfortable with his femininity than most males in that particular context, but it does not make him
female. It is in fact a sign of masculinity in many cultures. You can't really define what people are by their character traits.

I think that basically people need to let go of their own gender stereotypes (boys don't cry, girls don't do maths etc. etc.) and just let themselves go with whatever comes most naturally to them regardless of whatever cultural norm you are beholden to because in the end, it's the 'just knowing' sense I talked about earlier that really decides for you, not what you do in your spare time. Believe me, I had a stupid macho persona for ages before I figured myself out, I was trying to prove I was more 'masculine' in the hopes that I would be perceived (by both myself and others) as more 'male'. It worked on others, but I was the one I really needed to please and that kind of stuff was too much effort to keep up to be worth it. Labelling myself was useful at first because I had a support group I could identify with, I could read their opinions and coping strategies, but because I belong to that group that shouldn't mean that I restrict my behaviours to fit in with them (and I'm not even sure I could, after all, what is a specifically androgynous behaviour?

) Now that I've discovered this label and accepted it, it's just integrated into myself and I continue to do whatever the heck I like. I don't pay much attention to it, really.
Actually I think a lot of people are a little scared of choosing androgyny as their label (that sounds like an awkward way to phrase it but I cannot think of how else to put it) purely because it pretty much means 'do what you like, define yourself'. But at least there are some general implied guidelines there to rebel against. We don't really have any boundaries to stretch in the first place, and as rebellious as people might like to think they are with nothing to rebel against there is no structure, no framework to validate their decisions and compare themselves against and that's scary. For an analogy just look as someone who has just realised their religion is false; the structure to their world is gone, there is no up or down any more to orientate them and show them what to do with themselves. For someone very used to the structure, it's a big step. But this whole shindig is essentially about trying to be yourself and figuring out how best to live your life. By all means pick a label to start you off but who you are and what you naturally do comes first. And in the end? Well, you'll just know.
...Gah, I'm not even sure what point I was trying to make in that big massive rant near the end there. Bedtime for me. >.<