I have to look at the stamps under a microscope. Besides the overall shininess, some of the things I look for:
1. Sometimes you can see the top layer of chalk around the perforation holes. The chalk breaks off unevenly around the holes.
2. The ink does not soak into the stamp like it does with uncoated paper. I found this an especially useful observation with the pre-WWI Austrian definitive series.
3. Generally, you can't see the paper fibers.
4. The chalk surface may exhibit micro-cracks.
This is Trainwreck's method, taken from the thread that he mentions above. It's the one that works best for me too.