The simplest way to detect these things, for end users, will depend on the browser you are using.
If you use Internet Explorer w/SP2 and all updates installed, then disable (Tools->Internet Options->Security) ActiveX, Java, any scripting, disable file downloads, and block all cookies (Tools->Internet Options->Privacy), you can get a crude report of what the site is trying to do outside of the normal displaying of HTML code.
It is crude, but would work for most folks. I use some proprietary tools for detailed reports of things like this.