I knew with Toby pretty much straight away.
We were actively ttc, and I was charting and I knew we'd DTD on the day I ovulated. About 7 days later my temps were still high and I saw some light spotting (I never have mid-cycle bleeding) and when I saw that I knew I was pregnant. Took about three days after the spotting to get a positive hpt to confirm it.
Oh yeah and I also started to have the weirdo early pregnancy dreams around the time I saw the spotting, which also tipped me off. I only ever dream like that when I'm pregnant.