Things you may (or may not) find with a blown headgasket:
Milky residue/buildup under the oil cap (after long drives, it's normal do have some clouding on a short trip from cold start due to condensation in the crankcase)
Oil swirls in your coolant (check under the rad cap when cold is easiest)
Ugly dirty coolant overflow resevoir
Milkshake oil on the dipstick
Rough run for a few seconds on cold start
White smoke from the exhaust
Coolant at the bottom of the oil pan (crack your drain plug, what comes out first? Coolant will sink to the bottom if it's been sitting for a while)
Coolant "magically" disappears from the system (I'll tell you one thing for sure, it's not magic...)
If you have one or more of those symptoms, it's best to do a hydrocarbon test from the rad (see if exhaust gases are coming up through the rad) and a cylinder leakdown test. That will give you a more definitive answer as to if/where a leak will be in the head or head gasket.
If your turbo is going you'll notice one or more of the following:
Excessive oil consumption (aka, burning oil...look for blue smoke especially while boosting)
Coolant "magically disappears from the system (might have something to do with "magical" white smoke out the tailpipe)
Low boost problems (please please PLEASE rule out a boost leak first...99% of the time it's just a boost leak)
Excessive noise on spool (whining, screeching, etc)
Shaft play (just take off your intake piping in front of the turbo and take a feel, TSRM has specs as to what is acceptable, but tolerances are VERY tight. Chances are if you can notice it moving, you're probably on your way out)
It's not an excessively exhaustive list, there may very well be more symptoms that I've missed, but these are ones that I've noticed/seen first hand and can confirm. Remember that even looking at these symptoms some can be caused by other problems as well. Do your homework, read through the applicable parts of the TSRM and ask (smart) questions where you need to and you'll get it figured out