template_include, set a global to note the template set by the theme then read that value back into the footer or header to see which template is being called for a given view.
I spoke about this filter hook before in get name of the current template file, but go grab a copy of that code and plonk it your theme's
Then open up the theme's
footer.php(or wherever you like) and use something like the following to print out the current template.
<div><strong>Current template:</strong> <?php get_current_template( true ); ?></div>
If you wanted to use this on a production site and keep that info away from your non-administrator users, add a little conditional logic.
// If the current user can manage options(ie. an admin)
if( current_user_can( 'manage_options' ) )
// Print the saved global
printf( '<div><strong>Current template:</strong> %s</div>', get_current_template() );
Now you can keep track of what views are using what template, whilst keeping that info away from your visitors.