When is it appropriate to put さ at the end of a sentence? Do women say this also? I think I remember seeing a female character say it in an anime.
In standard Japanese, ending with a さ is a colloquial way to make a statement more playfully assertive. After a Hanshin victory over the Tokyo Giants, a Hanshin fan might say:
To preserve the tone, I might translate the first version as a flat statement of opinion, as in:
Well, Hanshin is the stronger team.
while the second version might be more of a playful burn, like
Well, Hanshin is the stronger team: fact!
It's not rude, but it is assertive, and colloquial, so I wouldn't use it with a superior. It's gender-neutral. If it seems to be employed slightly more by Japanese men than by Japanese women, that's just true of assertiveness in general.
さ can be used by both males and females. Though my dictionary says mainly masculine and used for assertion.