Is it causal? Considering the BRADFORD-HILL criteria:
Whilst of course properly designed and executed intervention studies are ideal in helping us decide whether things as causally related or not, there are many situations in which this is not possible / practical / ethical. Hence it's important to make the best of observational data. In addition to approaches already listed by other respondents, I've always found it helpful to go through the "Bradford Hill" criteria to establish whether something is more likely causally or more likely non-causally associated:
See http://www.ncbi.nlm.nih.gov/pmc/articles/PMC1291382/ for a good summary (and critique) which discusses in more details the key points below:
"1) Strength of association
- A strong association is more likely to have a causal component than is a modest association
2) Consistency
- a relationship is observed repeatedly
3) Specificity
- a factor influences specifically a particular outcome or population
4) Temporality
The factor must precede the outcome it is assumed to affect
5) Biological gradient
The outcome increases monotonically with increasing dose of exposure or according to a function predicted by a substantive theory
6) Plausibility
The observed association can be plausibly explained by substantive matter (e.g. biological) explanations
7) Coherence
A causal conclusion should not fundamentally contradict present substantive knowledge
8) Experiment
Causation is more likely if evidence is based on randomised experiments
9) Analogy
For analogous exposures and outcomes an effect has already been shown
Hope that helps.