I suspect male colleagues doing the same job are being paid more, how do I go about finding out?

You have the right to ask via an Equal Pay Questionnaire. For a copy of the questionnaire, and guidance on filling it in, see: www.equalities.gov.uk/docs/Equalpayquestionnaire.doc

The questionnaire explains that your employer can refuse to complete the questionnaire, but if they do so and you do choose to take the questionnaire to a tribunal, then 'inference can be drawn' from their refusal. So the sanction only comes if the case goes to a tribunal.

Also, under the Equality Act (coming into force in October 2010) employers (until April 2011, only those employing 250 or more individuals) will be required to publish information on the gender pay gap amongst their employees. This data could well help you decide whether to bring a claim.