You can just connect your phone and open up itunes and it will show the last backup time on the info tab where you select whether to backup to itunes or icloud
If the OP does this, then the phone is likely to start syncing with iTunes -- which I suppose then makes it easy to know when the last sync with iTunes was... just look at the clock.
If you have iOS5 installed and you go to Settings > General > itunes wifi sync (if you have it enabled in itunes) it will show you when you last synced.