Your guess that this is related to the Gauss sum is correct. If $f$ has integer weight, level $N$ and coefficients in $K$, then $W_N(f) / \tau(\chi)$ has coefficients in $K$ also.

This follows from a lovely theorem of Shimura, which states that $M_k(\Gamma(N), \mathbf{Q}[\zeta_N])$ is preserved by the action of $SL_2(\mathbf{Z} / N)$, and that the actions of $SL_2(\mathbf{Z} / N)$ and $\operatorname{Gal}(\mathbf{Q}[\zeta_N] / \mathbf{Q})$ piece together into an action of $GL_2(\mathbf{Z} / N)$ if you identify the Galois group with the matrices of the form $\begin{pmatrix} * & 0 \\ 0 & 1\end{pmatrix}$ (or it might be $\begin{pmatrix} 1 & 0 \\ 0 & *\end{pmatrix}$, I can't remember).

To use this here, consider $f$ as an element of $M_k(\Gamma(N), K)$, and look at the action of $\begin{pmatrix} 0 & -1 \\ 1 & 0 \end{pmatrix}$; the result is $W_N(f)(z/N)$ up to a power of $N$, which has the same coefficient field as $W_N(f)$ [edit: possibly up to a factor of $\sqrt N$ in odd weights, depending on you conventions], and Shimura's result now tells you that this has coefficients in $K(\zeta_N)$ and you can read off exactly how $Gal(K(\zeta_N) / K)$ acts.

The same argument will tell you how partial Atkin--Lehner operators $W_Q$ for $Q \| N$ act, with a little more bookkeeping -- if I remember correctly, you get the Gauss sum of the Q-primary part of $\chi$ coming out.

A reference for this is: Ohta, "P-adic Eichler--Shimura isomorphisms" (Crelle #463, 1995), sections 3.5 and 3.6. Lemma 3.5.2 on page 83 is a reciprocity law describing how Galois acts on $W_Q(f)$, which is (I hope!) equivalent to the statement I gave above; and section 3.6 (pages 86-9) gives a detailed proof of the lemma using Katz's algebraic description of modular forms.

(I have no idea about the half-integer weight case.)