While driving you can hear some clunking/clicking - Like Tylerf83 said... MOst noticable under load.
As for checking on them while parked -
Climb under there and give it a good push and pull in both directions, parallel to the "+" of the U-joint. If your driveshaft moves more than a wiggle, they're going bad. If you get your face right next to the U-joint while you're doing what I said before, you'll also be able to see the "+" moving around in the caps - if they're bad, that is.
You can also always pull your shafts, remove your U-joints and physically check the rollers by removing the caps - but that takes a lot more time.