Formal:
* Male: Siamese Male or Siamese Tom
* Female: Siamese Female or Siamese Queen
Informal:
* Male: Siamese Boy or Siamese Gentleman
* Female: Siamese Girl or Siamese Lady
You can also use the terms Stud (male) and Dam (female) which are more common in breeding circles.
Ultimately, the term you use depends on your personal preference and context.