Printing labels along with equation numbers

Use the showkeys package (it's compatible with amsmath):

\documentclass{article}
\usepackage{amsmath}% http://ctan.org/pkg/amsmath
\usepackage{showkeys}% http://ctan.org/pkg/showkeys
\begin{document}
\section{A section} \label{sec:label}
It is clear that
\begin{equation}
   a = b \label{eq:my_label}
\end{equation}
so, from~\eqref{eq:my_label} in Section~\ref{sec:label}, we see that\ldots
\end{document}​

It highlights the use of \label, \ref, \pageref, \cite and \bibitem within your document by means of an "overlay" so as to not affect the typesetting of the document.

The refcheck package does something like that. Questionmarks around the label indicate that you haven't referred to that equation yet. (You have to compile twice for this check to work.)

\documentclass{article}
\usepackage{amsmath}
\usepackage{refcheck}
\usepackage{kantlipsum}

\begin{document}
\kant[1]
\begin{equation}\label{eq:1}
a = b
\end{equation}
\kant[2]
\begin{gather}
a = b \label{eq:2}\\
c = d \label{eq:3}
\end{gather}

See \eqref{eq:1}.
\end{document}

showkeys package does exactly this.