My handyman installed 10 new Gfci's in a 1987 home. There has never been any in the home. They all work when you plug something in and do not trip- but the the indicator lights will not come on any of the plugs. What is wrong?
As @Tester101 said, not all GFCI's have lights that display in the normal (as opposed to the tripped) state.
If the test and reset buttons work as expected, you're probably fine.
If you want to be absolutely sure, get a GFCI tester (US$5 or so). If the tester's lights say you're hooked up correctly, and tapping its button trips the GFCI, you're fine.