Essentially this document gives an excellent overview of the different types of explosives and methods for their testing and evaluation. The following is from teh first chapter:

A visual inspection of the structural formula of the compound – if that information is available – and a calculation of the oxygen balance will provide an initial clue concerning the probable hazard. Before more than 1 gram of a new explosive is handled, it is advisable that the following sequence of tests be performed, in the order given:

1) Match Flame Test
2) Differential Thermal Analysis
3) Thermogravimetric Analysis
4) Impact Sensitivity
5) Friction Sensitivity
6) Electrostatic Sensitivity
7) Explosion Temperature.

These tests are designed to determine whether the compound can be handled at all, and if so, with what care.   The sensitivity of a compound must be determined first. Not more than one gram of a solvent wet or dissolved explosive should be prepared because even this amount, if detonated in glass equipment, is sufficient to kill an unprotected person. Furthermore, if groups such as the azido, diazo, -N(Cl)NO2 are involved, the initial sample amount should be limited to 0.2 to 0.3 grams, and adequate safety precautions taken. It is advisable to keep the intial quantities wet and to remove and dry the small quantities required for each test – usually only a few milligrams.

The match test is a qualtative but useful guide to the sensitivity of new compounds. For this test, approximately 10 mg of the compound is placed on the tip of a wooden handled spatula having a blade about an inch long, and the spatula is balanced over the edge of a suitable surface with the blade hanging over the edge. A small flame from a matchheld with a pair of tongs is then held below the blade about 2 cm from the sample. If the sample burns with flashing, or of detonation occurs, the material should be handled as an explosive. Never heat any substance in a closed container.  Based on the resul of the match test, a DTA and TGA should be run on mg  samples to determine their thermal stability. Steep exotherms should be taken as indications of explosive hazards.

The impact sensitivity should be performed on one of the customary impact testers, using again milligram quantities of the material. Bureau of Mines values of 20 or less, or Ball Drop values of the order of 100 cm or less, or Picatinny Arsenal Impact Test values of 15 cm or less, all indicate that the explosive be treated as a primary exposive, in the class of Lead Azide or Mercury Fulminate. Such substances should be stored wet in conductive rubber containers and the quantities should be kept small.

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