Take a look at some of these products as well...
http://www.tempco.com/Instrumentation/current_indicators.htm
This looks handy:
http://www.tempco.com/Instrumentation/current_indicators.htm#CrrntSnsRelay
(For those of us still using mercury contactors) this could be set up to trip under normal operation (just don't use the trip status as an error condition).
That would give excellent feedback as to when the heater was on (possibly when it shouldn't be).
Thanks!