Tate recently brought over a comment from Fangs, Fur & Fey about emotional involvement with your characters, and more specifically, how you know when you are on if you don't "feel" what the characters are feeling (okay, this is an over-simplistic summary, but you can always scroll down for the gory details :).
I tend to be pretty analytical when I am writing, even with the tense and/or emotional scenes. That's not to say things don't flow, but I've never been invested in them to the point of tears or sweat or pounding pulse (yet). Then again, I don't tend to write emotionally gut-wrenching kind of scenes, at least not the kind than drag at your heart. The closest I have come is a rush when I feel I've written an exceptional scene or exchange - when I can sit back and go, "Damn, that's good." It is more the craft than the characters that really move me in those instances, but part of that comes from knowing I have hit the character dead-on.
Speaking to the specific point, there is no one way I "know" the characters are coming alive. It is a mixture of feeling it as I write, hearing them in my ear and seeing them in my head. If they are there, moving and acting and being in my mind and transitioning well on the page, then I know I am in the right place, and that the story is moving along with them. When I can know what is going on in the character's head & heart without having to put it on the page, I know I have the connection I need. But that connection is still at least at hand's, if not arm's, length.
Tate also brought up writing "when you feel like it." I used to write this way a lot. Sometimes, I still do, but I try not to let it be a shut down for me like it used to. I've found that when I am not in the mood to write, it usually means I am actually not in the mood to work. But as with may other things, if I force myself to sit down and actually get started, I usually fall into a rhythm.
Mind you, that rhythm can take the form of false starts, constant re-tinkering a paragraph, and the like (which, I suppose, means it isn't a rhythm after all - oh well). Sometimes, it ends in getting nowhere. Even in those cases, though, I walk away feeling better and, more importantly, with my head back in the story. And when I manage that, I find that the next time I sit down, I have better chance of being in the "the mood" again.
That, for me, is a large part being a Writer (notice the big capital "W" :) - you approach it as a job and a craft, not solely as an art. You get yourself to sit down and hammer at the keys (or scratch with the pen, or whatever) even if it's about the last thing you want to do. You may not manage this every day (Lord knows I still stumble plenty in my resolve), but you push forward more than you give in. It's that batting average, IMO, that is more important that word count or page count per day, at least over the long term.