What is a good methodology to identify small SMD components?
I'm surprised noone mentioned the various SMD codebooks [for active components] one can find a google search, e.g. the largest seems this one. I've identified fairly obscure Ricoh chips [voltage regulators, low-voltage detectors] and run-of-the mill SMD transistors using that. Because the codes are not unique, it helps if there's more than one component from the same manufacturer on the board and also if you have some clue what they do in-circuit. For stuff found in a junk storm, it might be harder.

The best general document for identifying SMD passives I found is Wikipedia's SMD page and this IAEA one. I suppose you know SMD resistors have standardized codes. Alas no codes whatsoever for ceramic SMD caps, so you have to ultimately measure them. There is a rough relationship with color and size, but I was never able to find a certain one. Wikipedia proposes some ranges for each color (alas without any reference), but the ranges are pretty large and overlap. The tantalum SMD caps are marked though. Inductors are just as bad as ceramic SMD capacitors when it comes to marking (and the THT inductors, unlike THT, caps are just as bad.) Coilcraft uses a color code for theirs (above 0603 size), but I haven't seen it adopted by others. The thing you can be fairly certain of is that SMD inductors are likely to be black and the capacitors more likely to be light grey or beige/maroon, as you probably know already. Also inductors are usually magnetic.

And that's all I know, as the saying goes.