So I got my 5870 yesterday and I've had it going in Deepbit for a day (Previously had a 560Ti, just wasn't cutting it).

After reading the anti-Deepbit threads I've decided to try it alone for a month. I've just ordered another 5870 to double my hashing power and at current difficulty levels, calculators tell me it'll take 10 days on average to generate my first block.

How do I know that I've not done something wrong? Poclbm is happily mining away with a speed of 370mhash/s so I assume it's doing something. With Deepbit I knew it was working because I could see the results by the hour, but how do I know this is working?

dont try it alone... go join one of the smaller pools :p you (at the moment) will make more money that way, and rebalance the pools

It's just the hash rate that's displayed, no errors or confirmations. Is this how it's meant to go?

if you can slap together a 2-3 ghash rig, you might be able to successfully mine alone.. but you might wait a long long time (months) before you finally crack a block.. or of course you might get lucky and crack one within seconds... but thats the nature of the beast.
as a big fish in a large pool, you will make plenty of money.. not that 400~ Mhash makes you a big fish, thats medium really. but it will be steady money. you will probably get a bitcoin or two every day depending on the size and hash rate of the group.

MtRed, BTCMine... either of those would be good right now i think..

I've gone with MtRed. Thanks for the recommendation.

So do you think I should go alone once I have around 1.5ghash/s? That should be when I get my second rig.