Aside from the taste (of the wrapper), the way I can tell for sure is to roll the tip of the cigar in the web of my hand after it's been moistened and then look. If it's brown, it's dyed. It's never failed. As a control, I tried it with a Punch Oscuro (which are one of the better REAL maduros/oscuros out there) just to make sure I wouldnt get a false positive - and there was indeed NO brown residue. Try it, it works
FWIW, the worst dyed cigar I've ever come across was a Nestor Reserve.