Do you have one of the newer Nikon DSLRs that has a button on the AF/MF lever? On these Nikons, you can see the active AF Area by holding down the button on the AF/MF lever. For example, if you are using the Dynamic 9-point AF you can see the area that is covered by the location of the AF point. You can keep the button held down even as you move the AF selection point.
Note: the Dynamic 9 and Dynamic 21 point settings are available only in AF-C (continuous AF) or AF-A (automatically chooses AF-C or AF-S).
EDIT: Why would you want to see the active AF area? One reason is to confirm that the AF Area covers your target adequately. If not, you can move it around or change the size of the AF Area.