There are certain textures with reflective properties, and you must use them with an env_cubemap entity in order to get the real reflection (instead of textures reflecting only the sky)
Type buildcubemaps in the console in order to generate the reflections while in game.
As for which textures are shiny, I dont know if there's a way of telling beforehand. Most of the combine textures of HL2 are shiny, for example.