9/11 Truthers have already performed tests on dust samples from the WTC buildings and published their results in the peer-reviewed paper, Active Thermitic Material Discovered in Dust from the 9/11 World Trade Center Catastrophe. There is controversy about their paper, and chemical engineer Mark Basile is trying to raise $5,000 to do a blind study of the dust in order to try to replicate the results.
Meanwhile, there is another scientific study that is waiting for someone to attempt. In a preliminary study of the WTC collapses, FEMA found two samples of eutectically melted steel, one from WTC 7 and one from either WTC 1 or 2. They performed a metallurgical analysis of the samples and published their results.
In The Great Thermate Debate, civil engineer Jonathan Cole produced some melted steel by means of thermate that looked very much like the FEMA samples. But as far as I know, no one has done a metallurgical analysis of Cole's melted steel, to see if it has the same micro structural appearance and same chemical content as the FEMA samples. I don't know how much such a study would cost, but I think it would be well worth the expense to see if it produced the same results. Such an outcome would strongly indicate the use of thermates in the demolition of the WTC buildings.