Other than having expensive equipment on hand, there are few methods that can be used to indicate the presence of different drugs in a sample (pill or powder). As RavenousBlonde indicated, spot test reagents are really the only form of testing that's suitable for most consumers.
Thin Layer Chromatography (TLC) is another technique that can be employed, although the procedures are more involved and require a selection of solvents and a bit of basic equipment.
Despite the additional time involved, TLC has one big advantage over using reagents alone. Performed correctly, the process results in the seperation of mixtures of drugs, the identities of which can often be indicated by applying the reagent/s in spray form.