I don't know if I'm not 100% clear, but if you're talking about seeing hidden characters and :set list doesn't cut it for you there's an entry on SO to tweak it further: http://stackoverflow.com/questions/1675688/make-vim-show-all-white-spaces-as-a-character
EDIT: OK, try this one out, then:
:set listchars=eol:$,tab:\|-,trail:~,extends:>,precedes:<
And then type :set list and see if it matches what you're looking for.
EDIT: Hmmm - I dug a little more and found this info http://www.mail-archive.com/vim@vim.org/msg09289.html
vim is currently unable to display glyphs for Unicode supplementary chars (they appear as question marks)
The post is several years old, and I'm running GVim under Windows 7, but I get the question mark whenever I try to put in supplementary characters.
Now I am eager for a vim ninja to come along and show me the way, also :-)
EDIT: Last stab, and then that's enough time down this rabbit hole.
:set listchars=eol:$,tab:\|\¬,trail:~,extends:>,precedes:<
To get the funny glyph after the escaped pipe character (under Windows) type CTRL+Q then CAPITAL U then 00AC and then hit enter (props to Rook for the link). It's not EXACTLY what you wanted, but it is a character you won't normally type and it will display in a contrasting color under Windows.