Males compete against each other for female attention, for mating opportunities, and the sperm of multiple males can compete to fertilise a female's eggs. Thus, male-male competition is a ubiquitous component of sexual selection. In this thesis I examine how male-male competition for mates influences reproduction, life-histories, and, ultimately, produces sex differences in the behaviour of male and female animals. Chapter 1 takes a meta-analytic approach to examine the role of sexual selection in producing sex differences in shared behaviours. Using a dataset of over 2,000 effect sizes covering more than 200 different animal species, I test the generality of the 'greater male variability' hypothesis by comparing male and female animal personality behaviours. I find no consistent pattern for greater male variability and no moderating role of sexual selection (using sexual size dimorphism as a proxy). I discuss the importance of these findings for human behavioural studies. Chapters 2 and 3 investigate the role of contest outcomes, specifically 'winner-loser effects', on the plasticity of male reproductive investment into pre- and post-copulatory sexually selected traits (Chapter 2), and how male reproductive investment interacts with contest experiences to then influence lifespan (Chapter 3). I find no plasticity in male investment following winning-losing experiences, but strong winner effects on pre-copulatory mating effort. Most notably, I discuss the general importance of controlling for inherent male condition when exploring male investment into condition-dependent traits. Chapter 3 then explores how contest outcomes and reproductive effort influence rates of telomere shortening and other traits. I find equivocal evidence that long-term winners have shorter telomeres than losers, and evidence for a high mating cost for males that could freely mate during their treatments. I discuss the importance of considering the socio-sexual environment when quantifying relative male investment. Chapter 4 investigates male visual courtship synchrony in a fiddler crab species. Males wave their enlarged claw in almost perfect synchrony to attract potential females to their burrow to mate. Yet females strongly prefer the 'leader' whose waves slightly lead those of the rest of the group. So why do the 'followers' continue to wave if females prefer leaders? I discuss the potential for cooperation and competition to operate simultaneously to generate synchronised courtship displays in this species. Finally, Chapter 5 focuses on female-female competition for dominance and its potential role in male mate choice. Using groups of size-matched female mosquitofish, I replicate an earlier study that reported a strong preference for male mosquitofish to preferentially mate with dominant females when males and females can freely interact. I include standard two-choice mate choice tests to disentangle female-female interactions from male mate choice and discuss the general importance of replication. In sum, my thesis chapters highlight the surprising ways in which sexual selection can shape animal traits