Hi Spidermama.
I've heard that there aren't really any completely reliable tests for intolerances (but stand to be corrected!)
Unfortunately, the best way to establish intolerances is by following an elimination diet. If it is just dairy you suspect, and their diet is otherwise balanced, you could simply try eliminating it yourself. You will need to make a list of symptoms that are bothering you, and then keep a diary of reactions etc. After 3 weeks, you can check to see whether or not there has been improvement against symptoms. You will expect them to become worse before they become better as they will probably suffer from withdrawal symptoms if they are intolerant.
I have followed an elimination diet for DS1 (not for dairy - that is one of the few foods he has!) and found Sue Dengate's \link{http://www.fedupwithfoodadditives.info\excellent site on intolerances} invaluable for help with planning and administering it.
In DS1's case, we took out artificial preservatives, flavourings, colourings, sweeteners and flavour enhancers, and within a week he no longer had wet pants during the day, his runny nose and cough had cleared, and he no longer had loose poohs. Behaviourally, we saw a big difference when we took out food high in salicylates, amines and natural glutamates.
Hope this helps - I really do recommend Sue Dengate's site and books. They completely changed the way I thought about food.