Generally, you'll need to bake the whole piece according to the thickest part of it. If you're using a clay brand or color that easily darkens or if you have really thin or projecting areas, it would probably be best to protect the whole piece in the oven from the direct heat, or to protect at least those parts. You can do that in various ways --by partly or completely covering or enclosing the object while it's baking, among other things (details on ways to do that on this page:http://www.glassattic.com/polymer/baking.htm
About knowing if a clay object is "done," there is no particular test. You might eventually
know that it wasn't if the clay leaves an oily spot on a porous surface someday, or it gets crumbly, or it just isn't as strong as it might be... even weaker brands of clays like Sculpey will get stronger with thorough curing, and even stronger with longer curing than "required."
In general, you don't want to bake raw clay that's thicker than about 1 1/4" (use an armature underneath to keep from having to do that), and I'm guessing that thickness would take about an hour or so. Most clay isn't over about 3/4" and pieces of that thickness should be done in 30 minutes (...thinner clay than that requires less time, and/or attention to moderating the temp in the ways on the page above so that it never reaches more than 275 on any part... then clay can generally be baked for hours!).
It's also true that when they're thin
, the stronger brands of polymer clay will be flexible even after properly baking... that's part of what allows them to be stronger though. Sculpey (and prob. the new version of FimoSoft) will bake up harder, but be brittle in those thin areas.