The Urim and Thummim
“Let thy Thummim and thy Urim be with thy holy one.”
(Deuteronomy 33:8)
1. Are the true Urim and Thummim with Christ? Are all lights and perfections in Him? Let us then go to Him for both. Under all our darkness let us go to Him for light; the treasures of light, as well as the words of eternal life, are with Him; therefore, whither shall we go but unto Him? Let us then follow Him, who is the light of the world, and we shall not walk in darkness, but shall have the light of life.
Likewise, under a sense of all our imperfections, let us seek perfection in Christ, in whom is the perfection of all grace, righteousness and holiness. It is a vain thing to imagine or expect it in ourselves. “If we say that we have no sin, we deceive ourselves, and the truth is not in us.” (1st John 1:8)
There is perfection in Christ, but none in us; and if we are in any sense perfect, it is as we are in Him.
2. Are all the elect engraven on Christ’s heart? You then may learn from hence how near and dear they are to Him, what an affection He has for them, and what love He bears to them. They have not only a place in His arms, but a place in His heart; they are a people near unto the Lord indeed; and as they can never be plucked out of His hands, so they can never be removed from the affections of His heart, for “who shall seperate us from the love of Christ?” (Romans 8:35)
3. Is Christ, as Counseller and Advocate, represented by the priests asking counsel of God by Urim and Thummim for the people? Let us then make use of Him as such; He knows how to manage our affairs, and has interest enough to obtain what we desire; and what is more, will do all faithfully and freely, and take it kindly at our hands that we make use of Him.
4. And Lastly, is the true Urim and Thummim alone with Christ? You learn hence the superiority of Christ’s priesthood to that of Aaron’s. The Levitical law was but a “shadow of good things to come,” which good things are brought to us by Christ, who is the substance of those shadows. And we may also learn the glory of the gospel dispensation, in which the day is broken and the shadows are fled and gone. “We all, with open face beholding as in a glass the glory of the Lord, are changed into the same image from glory to glory, even as by the Spirit of the Lord.” (2nd Corinthians 3:18)
John Gill
Test All Things 
“And thou shalt put in the breastplate of judgment the Urim and the Thummim; and they shall be upon Aaron’s heart, when he goeth in before the LORD: and Aaron shall bear the judgment of the children of Israel upon his heart before the LORD continually.” (Exodus 28:30)
“And he put the breastplate upon him: also he put in the breastplate the Urim and the Thummim.” (Leviticus 8:8)
John Gill believed that the Urim and Thummim were “no other than the twelve stones in the breastplate (of the high priest) on which were engraven the names of the twelve tribes of Israel.”