HTML Entity Character Lookup is a great little free webapp which looks up HTML entities for characters (funny that). Just type in the character and the entities are displayed. There’s a Dashboard widget version too, which is super-handy.
In fact it’s better than that, you don’t even have to type in the exact character. To save you heading over to the character palette, just type in something similar, for example a
* gives you bullet-like characters, a
> gives you arrow-like characters, and an
A will show accented capital A’s. Clever stuff.
Another great piece of free software I use for this sort of thing is Unicode Font Info, which I wrote about a few years ago. And speaking of Unicode – that is the best way to deal with special characters, so that the characters are embedded directly in the HTML (or database or wherever) and entities are not required.