Take a look at a tumbled sodalite and a tumbled lapis lazuli. Compare a rough sodalite with a rough lapis lazuli. After you've come to be able to tell these apart when compared to the other of the same finish, then see if you can tell them apart when comparing different finishes. Also, once you see the differences you can know what you're looking at without a comparison.
First things first, let's see what these look like.
1. Pyrite. Lapis Lazuli has pyrite inclusions - pyrite is fool's gold. It has a metallic gold like appearance. Some Lapis Lazuli, like the point in the photo above (right), has a lot of pyrite and is easily seen. Others, like the raw stone above (first set of pics, right), have less or the pyrite is less easily seen. To me tumbled and polished stones are easiest to discern.
2. The blue color. Sodalite is often a darker blue, sometimes gray or such a dark blue that it appears nearly black in some places on a stone. Lapis Lazuli typically has a brighter blue color.
So, is your Lapis actually Lapis? Is your sodalite actually sodalite? If you've got both, take a look at the differences, you may be able to help a friend tell them apart one day.
Photos: left side are all sodalite, right side are all lapis lazuli.
The book of stones: who they are and what they teach
Simmons & Ahsian - North Atlantic - 2011