If you have Yahoo Stattracker (or maybe even without it), it can be as simple as going to your team page in Yahoo. Players that are in the lineup for the day will have a "^" in front of their names, and players that don't are just regular. If you notice that your player doesn't have a ^ and it's coming within an hour of game time, check the official lineups.
This is generally a timesaver in that if your guys all have ^'s, you don't have to bother. Otherwise, you do still have to check around. That's how I do it!