Also, if this is Gmail, you can log into your account at www.gmail.com
and scroll to the bottom. At the bottom-right, there's a little blurb about "Last activity X minutes ago" with a "Details" link beneath it. Click that link, and you'll see information (including IP, browser/connection type, and rough geolocation) related the past handful of logins to your account. That should make it pretty easy to see if you've been compromise.
Most other email providers should provide similar information, but I couldn't begin to tell you where to look.