The first sign is indeed that she won't come back into season, but after that, she might be a bit more picky with her food than normal. As you get on 2/3 months into the pregancy, she will start to deepen out- so not necessarily get fatter, but look bigger in the up and down length of her tummy. Also, later on in the pregnancy, her tail bone will start to rise, that is basically the pelvis starting to relax in preparation for the kids being born.
If you are really unsure, you could get her scanned about 8 weeks after she has been mated- but that's an additional cost.
Beth