The absolute best way, and really the only way, is to do a mass spectroscopy of the sample. There are labs which will perform spectral analysis on a sample, contact your local university's chemistry department, who could either perform the test or let you know who might be able to. This will tell you the following:
- What is the chemical makeup of the device.
- What are the percentages of various isotopes of each atom.
Generally speaking, it's the latter which allows one to identify where it came from.
Aside from that, there's a few other tests.
The article "How to identify a meteorite" tells you some stuff that's specific to meteorites, but there is one that will hold true for rocks from other locations. There should be a small black film around the object, that can't be explained by normal reasoning. This isn't proof alone, a fire can produce said black film, but it's enough to make one suspicious. It's also very common for meteorites to be magnetic (Often leaving poor grad students to drag heavy magnets for miles searching for possible meteorites)
But all of these ancillary methods will only give one a way to give a first pass. The best method is as mentioned at the beginning.