From this page you can find out how many pages link to yours, and how many of your pages have been indexed (based on information from a few of the largest search engines.)

When entering your URL, do not include the "http://", "www.", more then one directory, or a file at the end.

WRONG: http://www.example.com/index.html
WRONG: example.com/stuff/things/

RIGHT: example.com
RIGHT: stuff.example.com
RIGHT: example.com/stuff (though this sometimes confuses HotBot)
Note that search engines only find your site in the same form as you originally submitted it.

It may take a moment to process. Only click submit once.

If you get anomalous results, try it yourself:

At Altavista, search with link:your-url and host:your-url
At HotBot, use domain:your-url (then click results from this site, something the script can't catch)
At Infoseek, use url:your-url