All you can really do is examine your memory usage when the application starts, and as it is changed.
To get the amount of memory currently in use you can do:
var initial_memory:Number = Number(System.totalMemory/1024).toFixed(2));
do this at the very start of your application (ie, when everything has finished loading)
then, start a Timer and use TimerEvent.TIMER handler or add an Event.ENTER_FRAME event listener and do this:
var current_memory:Number = Number(System.totalMemory/1024).toFixed(2));
Now you have the initial_memory usage as well as the current_memory usage. How you choose to use these is up to you. You can subtract initial_memory from current_memory to get your delta. You can display them in a text field on your stage, write them to FireBug's console, or trace them in the output window.
Then just click around. If you do something that increases the memory, that is ok. But, if you have something that should be unloaded, and is not, then you have a leak.