One of the beauties of the colored stone business is that you can still find a beautiful stone at a reasonable (and many times bargain) price. Here's a perfect example, this sapphire was mined and cut in Tanzania, has a stunning cranberry red color, completely untreated and less than $50, now how can you beat that????
This gemstone (or gemstone that is part of this piece of gemstone jewelry) has been enhanced by traditional heat treatment. Traditional heat treatment is used to improve a stones color, remove color zoning/banding, and improve clarity. This treatment is considered permanent. The only way to tell if a colored stone has been treated is for the stone to be analyzed by a lab. Generally only gemstone laboratories have the equipment necessary to make a qualified judgement with any certainty.
Untreated gemstones are rare and should be verified by a lab independent of the seller. A good rule of thumb is to always assume a gemstone has been enhanced, unless valid certification from a reputable laboratory is available. No one that sells jewelry or gems should be doing appraisals, certifications, or analysis. It should always be an independent third party with no vested interest in the sale.