I'm not sure about all of the higher end mcculloch kits etc etc.. but i think with all of the eBay kits you will get a bulb out indicator when you turn them on and then off.. it stays lit for maybe ~2 minutes then shuts off...

when they're just off, you won't get one.. and when you turn them on you won't get it either,, just when you turn it on then off..

at least from my experience with my eBay kit.. other then that it works great!! i never see the bulb out indicator because i run them on 24/7 when my car is on, and then turn my car off and then my lights..