Good steel - 853, S3, EOM16.5.
Telling them apart - there are so many exceptions to the helpful advice I've read above as to render all of it useless.
Titanium - I own one unpainted, one fully painted. One fat tube, one skinny tube.
Aluminum - One fat tube, several shaped tube, one skinny tube.
Steel - fat, skinny, shaped, etc.
CF - skinny tube and shaped tube.
The only way to uncover what the frame you're looking is made from is research (builder's sites, ask here, etc.) Steel - sure, bring a magnet along, that will help you 25% of the time.