I know which chainring I'm using in the front (there are only 3), unless I try to shift poorly on a hill and it doesn't shift. As far as the back, if I'm worried I might be in crosschaining danger, I'll look down and check, but for the most part, I shift by feel and only worry about it when I run out of gears and there's still more hill to go.
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Bikes: 1996 Eddy Merckx Titanium EX, 1989/90 Colnago Super(issimo?) Piu(?), 1990 Concorde Aquila(hit by car while riding), others in build queue "when I get the time"