Selecting some text and then choosing No Break from the Control panel menu in InDesign is a good way to keep words together or to control line breaks. The problem with this command is that there is no quick way to tell later where in your text the command has been applied.
Ideally, there would be a way to use composition highlighting (Preferences > Composition) to display where No Break has been applied, but this isn't an option.
A neat technique in InDesign CS4 for highlighting text with the No Break attribute is to create a condition called "nobreak" that consists of a colored highlight.
Next, use Edit > Find/Change to search for the No Break attribute, and assign the "nobreak" condition to the found text. You'll need to repeat the Find/Change then the text is updated and you want to view the highlighted No Break text, but this is a slick technique.
There's no reason to go to all this work by hand. Peter Kahrel, an amazing British InDesign scripter, has created a free script called Highlight No Break which automates the steps above with a single click.