The "toggle" items (x-radar, antiwarp, stealth, cloak) appear on the right side of your HUD. If your ship has the ability to use these items, they will appear as an icon there. And when you hit the related key, it will light up to show you that it's active. As Cheese said, stealth and cloak will show no difference on your ship, but other players will not see your ship, unless they have x-radar on.