There is a classic design that a number of websites reference to build a simple DMX tester which can use either a bi-colour LED (an LED that has two leds inside it, with the polarity reversed), or for the more colour blind amonst us (yes that includes me) two seperate LEDs with the polarity reversed.

Basically you connect the LED across the DMX line with some suitable resistors. Because DMX runs on a differential line (that is a 1 is represented with the hot line high, whilst the cold line is low, and a 0 is represented with the hot line low and the cold line high) the colour of the LED will change depending on the digital state. Because the state is changing so quickly you will not actually see the changes, but you will get an idea of the average state because the colour will be somewhere between red and green. During blackout (or all faders to 0%) it will be one colour, and with all faders to 100% it will be closer to the other colour. Of course it depends which way round you connect the LED as to which colour it will be during blackout.

I remember building one of these a long time ago, and then a recent thread on the blue room got me thinking about it again and I came up with a slightly different design. This one uses a tri-colour LED (one where two LEDs share a common cathode). You take the cathode to the 0v line, and have each of the data lines (hot and cold) powering one of the colours in the LED. Now strictly speaking this is breaking the DMX specification because you should not take current from the data lines with respect to the 0v line as this can add noise, thus degrading the signal quality. However as a tester, and something that you are not going to leave connected during a live performance, it should present no problems. The idea is that you can test slightly more faults with this tester. A solid colour (can be flickering) indicates a break in one of the data lines, or the two data lines are shorted together. No LED on indicates a break in the 0v line, and an orange / amber colour indicates all is ok, as you move all the faders from 0 to 100% you should still see a bias towards one of the solid colours.

You could the design a step further by merging the 2, and including a 3rd LED (or second if your used a tri-colour) across the data lines, thus you would know then difference between then shorting together and a break in one of them.