When you look at the transaction in the blockchain, it has the originating addresses and the receiving addresses. Take this transaction for example:
http://blockchain.info/tx/d698fa3d50a46b6846340d3b2e10891d83b8b7220ac58d0cf0af0241ca450cf2It shows that the coins came from 1KJkaa4JJH65CGvCxL4ztpmzWcHHXjPYWy, with 1 BTC going to 1H7A8Mj329FzLKnsyooFSPzyt3521E6dGn and 2.01 BTC going to 1QEoAfJD4scjgpU7m1Ca1KiYZ4cgucreRA.
When sending coins as a payment, the seller usually generated a unique address for each transaction with each person (or at least he should).
If you want to prove that you own an address without sending coins, most bitcoin clients have a function that allows you to sign a message with an address's private key.