Wow Anthony,
that's a loaded question. And a good one at that.
Well, let's see. . .
I've known God most of my life. I've always talked with Him so I have a difficult time sometimes understanding why some people don't talk to Him. I've always told Him what's on my heart, my thoughts and my desires and my pain. And I've always had Him answer me.
The best way that I've found to know the difference between His voice and the devils voice is that God will never tell me anything negative about myself or another. However, the devil always does.
Now by nagative, I do not mean never showing me areas I need to change in . . .the Holy Spirit is quite faithful at doing that.

And, it can be painful, looking at God and then looking at yourself and seeing the difference.
But the devil always tries to make me feel inferior, or stupid, or unwanted, or ashamed, or ugly, or etc, etc, etc. He also is the one behind my thinking those things about others as well.
Another way to know God's voice is to know His Word. That's how so many people fall away, because they don't know His Word and they just believe what someone told them. Then when that someone fails then they tend to fall away too. The Word will never steer you wrong.
Other than that I just know the difference. God corrects me, the devil will tell me I don't need correction. God tells me to love my fellow brothers and sisters, the devil points out all their faults. God tells me to pray for them, the devil tells me to tell everybody else about them. God leads me away from depression, the devil leads me to it. God tells me to look at Him, the devil tells me to look at myself.
Hope this helps someone.
Thanks Anthony, for asking such a great question.