With a simple ohm meter you can test for a diode. (use diode test if the meter has one)how to identify base ,emitter and collector of any transistor
The cheap Chinese ones also do gain and other things, but I love the Peak meters, which are designed and built not far away from me - in fact a friend works near them, knows them, and occasionally gets given free samples to evaluate.this one is somewhat more expensive but gives gain and other features
I couldn't live without it
The cheap AVR based component testers are really absolutely amazing, they certainly recognise darlingtons, no idea about ones with resistors in though - although I would imagine so, as they still give high gain just as a non resistor one does.I would recomend read it's datasheet.
But if the component doesn't have a clear code of type, you can't know for sure it is actually a transistor. It might as well be a voltage source (like the 7805), or it may actually be a darlington pair with resistors (I remember some old japanese vhs players had many of those) that I doubt that a cheap transistor tester till recognise properly.