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The "HTTP/2 and SPDY indicator" add-on adds lightning bolt icon to your address bar: blue for HTTP/2, green for SPDY:

In Firefox, HTTP responses using SPDY will have an added X-Firefox-Spdy header you can see in the inspector.

This question is obviously asking about Firefox, but for Chrome users, here's how (starting in version 41, a few weeks from stable): http://ma.ttias.be/view-httpspdyhttp2-protocol-google-chrome