The cheaper tray versions of the processors are sold in a simple, unmarked cardboard box and come without a cooler.
Tray Versions
Regardless of whether you purchase a box or a tray version, you can always find the spec-number on the processor's heat spreader. For this purpose, the boxed processor sits behind a little window. This helps prevent the sale of counterfeit chips, a problem AMD had some trouble with a few years back.
This window is located on the top of the retail box.
This box houses a processor with an L2 stepping...
...while this one contains a CPU with B2 stepping.
The spec-number is engraved on the heat spreader by laser. Depending on the angle at which the number was engraved, it can sometimes be difficult to make out.
Should you get a chance to look at the bottom of the processor when buying a tray version, you'll have another differentiator to go by: the L2 stepping uses visibly fewer capacitors. However, this is not necessarily a fool-proof method, since Intel could change its design at any time.
The L2 stepping on the left, the B2 version on the right
