Your outside phone box has extra hardware. Sometimes, a physical check is required to notice a wiretap. Take a look at the outside of your phone box and look for anything unusual, such as hardware that seems like it was hastily installed. You should be sure to check the "restricted" side of the box, which will require a special Allen wrench.
You find a recording machine. Don't assume that everything on your phone is there because your provider put it there. If you've found a recording device or something else that looks suspicious, check it out. Follow your wires to make sure that they're clean.
You're being blackmailed. Not every wiretapper is discreet. In fact, some may specifically tell you that they've wiretapped you and attempt to extort money from you in exchange for their silence.
Your receiver has extra hardware. Obviously, if you notice a microphone stuck on your receiver, you should be suspicious. Beyond that, open up your phone receiver to see if there's anything that doesn't belong, such as an induction-coil microphone.
You notice a lot of utility trucks near the premises. If you see the same vehicles or utility trucks quite often but don't ever see people getting in or out of them, someone may be listening in on your calls. The snoopers will be 500 to 700 feet away, and their vehicles will have tinted windows.