One of the best things you can do is ask your colleagues and your peers about their salary. That's the best way you can find out whether your pay is in line with "the industry".
Some companies have specific rules against disclosing your salary - try not to work for those people :-)
It may also be worth asking for an equal pay audit[0] - are you being discriminated against because of your sex, race, etc?
Finally, don't just look at salary. Look at the total package - pension provision, holidays, bonus schemes, company car, discount schemes etc.
[0] http://www.equalityhumanrights.com/advice-and-guidance//tool...