It is always possible for dragons to become obese once they hit their full growth, typically around 14-18 months. Regular feeding and lots of treats with little real activity can easily result in dragons getting obese as they consume more calories than they burn. As dragons have fat deposits on their heads (just behind the eyes) around their arm pits, beard and tail base, they may not start looking fat till these areas are 'full'. Then they may start looking wider, thicker and well, looking more 'fuller'.
Sexing dragons, especially adult dragons is pretty easy. Lay them on a flat surface such as a table top. Lift the tail up to about 90 degrees, look under the tail near the vent, but on the tail side of the vent. While looking in that area, slowly twist the tail slightly side to side. If you see a distinct dimple and/or two bulges, he's a male. If there is a single large central one or no hint of a dimple, she's female. A search on 'sexing bearded dragons' will bring many sites with good pictures.
If your dragon is female and gravid, her behavior will change. She will stop eating or greatly reduce the amount of food she is eating (no room for food with eggs in her belly), begin a lot of digging around looking for nesting sites and pretty much seem quick to tire and maybe even moody. Towards the last week or so of being gravid, you can feel the individual eggs in her stomach and sides by gently feeling around for egg shapes. Sometimes you can actually see the shapes of eggs pressing against her skin.
In the early stages of pregnancy (ie the first week or two) it may be nearly impossible to tell. The eggs are usually too small or soft to feel through the belly and sometimes even x-rays won't pick them out. Once the eggs are shelled by the shelling gland, they are much more noticeable on x-rays.
If you keep your females and males separate, if your dragon is indeed female she will have only infertile eggs, so no need to worry about setting up an incubator. Just set up a good nesting site, should she prove to be gravid.
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PHLdyPayne