Hmm.
Where to test for specific chemicals usually varies depending on where you're testing and how far away the gun was. If you're testing an actual bullet hole, a good thing to test for is lead and carbon. When bullets go through things, they leave behind something termed "bullet wipe," which is a residue of lead, carbon, oil, and dirt that gets all over the bullet during manufacture and especially firing.
If you're talking about the residue left on hands and clothes when a person fires the gun, then I can't help you much. However, you could test for cordite, which is a chemical often used as a propellant. I'm afraid I don't know what one would use to test for its presence. Cordite's Wikipedia article (because I can't remember how to link in UBB code):
http://en.wikipedia.org/wiki/Cordite
You could also manually use a microscope to look for particles of microscopic gunpowder, but I understand this requires a very powerful microscope to see it with any great magnification. That's impractical anyway since it's probably impossible to tell that what you're seeing is really gunshot residue.
Sorry I can't help more. Ballistics is not my area of specialty. I don't like guns, they're too loud.
