In the US, the Consumer Product Safety Commission keeps track of toys that have been recalled (or are recommended for recall) based on things like lead in paint, choking hazards, etc. Not sure how useful this would be in your country but I'm betting there is a lot of overlap with childrens' toys between our two countries. :)
We personally choose toys based on (a) how likely it is to be chewed, (b) where it was made and how much information is available about sourcing, and (c) if it's wooden and painted, we usually try to do a scratch test to see how easily the paint comes off.
There are also lead testing products out there that will tell you how much lead is in a particular product. Consumer Reports had an article comparing the accuracy of different lead test kits a few years ago.