To get a visual indication of all module positions used on a page in a Joomla 1.5 template you can follow this procedure: Add ?tp=1 to the end of the url. This will put red boxes around each module position.
In Joomla 2.5, you use the same approach, but you must first activate the system to display template positions.
Goto Administrator > Extensions > Template Manager > Options > Global Configuration for Templates > Preview Module Positions set Enabled.