X-ray to assess for foreign body
Ultrasound can be utilized by placing the hand in a bowl of water and holding high frequency linear probe a few cm away from the finger (water is an excellent conductor)
Gram stain and culture (chronic infections may be caused by atypical organisms)
Usually a clinical diagnosis
Felon
Bed bugs
Bougie
Closed fist infection 
Stye 
Digital Mixoid Cyst 
Chilblains
Hand cellulitis