First, if you see it during the day, it is pretty safe to assume that it's a butterfly. Most moths are nocturnal. Most butterflies are diurnal. There are exceptions, but the statistics generally support this assumption.
Second, take a look at the wings when they stop flying. Moths often drape their wings down their backs or spread them out to the side.
Typical Spread Wing Position of Moth at Rest
Butterflies usually hold their wings together, perpendicular to their backs.
Typical Wing Position of Butterfly
Cabbage White (often mistaken for a moth)
Always an exception to the rule, skippers are in some ways, closer to moths than other butterflies. They have a stouter body, they have dull coloring, and they rest with their wings flat out or partly open. But....they are diurnal.
Skipper at rest (butterfly)
Physical differences between moths and butterflies are pretty easy to see. Look to the antennae first. Butterflies' antennae are thicker at the tip; the ends look like little clubs. Moths' antennae are often feathery. Sometimes they are thin like butterflies, but without the clubs.
It's not safe to rely on coloring to distinguish moths from butterflies, as evidenced by the Cabbage White and Skipper in the above photos. There are dull, earth-toned butterflies, and there are also bright, colorful moths.
In many cases, moth bodies are plumper and fuzzier than butterflies. However, once again, the skippers are a clear exception to this rule.