In the UK it is really worth it to always ask the seller for proof the phone is not blacklisted. It costs a few £ for you to confirm 100% that it is blacklisted and that really is a service the seller should be forced to offer.
Orange & O2:
If you place an active orange or O2 SIM into a blacklisted handset you phone will not show any signal strength at all! If the handset is a Nokia then a "SIM card registration failed" message will also be displayed. If your handset is an Ericsson then an "Invalid Mobile" message will be displayed. For most other manufacturers the handset will simply show no signal!
Vodafone & T-Mobile
If you place an active Vodafone or T-Mobile SIM into a blacklisted handset, the phone will appear to function perfectly UNTIL you try to make an outgoing call. When you try to call out from the handset you will hear a sequence of beeps and then the call will be dropped!!