One very simple (and cheap) way of doing it is to connect a voltmeter across a diode. I believe that germanium diodes are good for this application because of their low voltage drop. Also, make sure that the diode is rated for this UHF frequency.
The diode rectifies the radio waves and turns 'em into voltage. As you get closer, voltage increases.
There is a little more to it though, so search google for field strength meter.
Remember though, that this little device can ONLY verify that it's sending out radio signals, THATS IT! It can't tell if it's the right frequency, power output, etc etc.