You have to trust that the software you have on your device isn't using the microphone and camera without your permission.
I checked and my new(ish) XPS 13 does have a tiny light when you use it as does my ASUS 2-in-1.
So I'm at 50-50 in my collection. I asked my girlfriend and she doesn't recall there being a light on her Toshiba laptop and she does Skype with it semi-regularly.
A quick search on security.stackexchange reveals similar info.
http://www.amazon.com/Logitech-961237-0403-QuickCam-Messenge...
10+ years ago they basically defined what a webcam is (search "webcam icon" and observe the symbology --- appropriately eyeball-shaped), and they don't have any indicators.
"iSeeYou: Disabling the MacBook Webcam Indicator LED"
https://jscholarship.library.jhu.edu/bitstream/handle/1774.2...