Usually smoke and even a loss of power, like top end RPM's. If you have a salt water aftercooler (ESPECIALLY a CAT 3406) you have to watch for water ingestion in the air intake.
The zincs should be checked often. But Stew has told me before he thinks zincs can do more damage than good sometimes. If they keep breaking off they can turn pastey inside and start to clog.
Other thing is to check the exhaust. Nothing dirties the aftercooler faster than an exhaust leak near the intake. Good trick I use for finding exhaust leaks is to shut off all the lights (and hatches/doors closed) with a cold engine running. Take a flashlight and hold the beam at a right angle to a seal or flange, etc. A lot of times you can see wisps of smoke from a leak this way.