I'm by no means an authority on this, but a few 
of the things I've noticed:

1)The lines are thin and controlled like on an 
architectural schema (it's called technical 
drawing) and you shouldn't be able to tell where 
the line starts/stops except at the ends.  This 
is pretty hard to do if you haven't been trained.

2) the coloring is solid, doesn't go outside the 
lines, and usually isn't very dark.  A couple of 
the faked sketches that have been shown before 
were pretty messy color-wise.

3) It's harder to fake a sketch than it is to 
fake a cel, and since sketches don't go for 
nearly as much, so hardly anyone really bothers

4) If someone did bother, that sketch you're 
looking at right now would be a lot cleaner and 
not have spots and specks of stuff all over it. 

5) There's also the matter of the type of paper 
it's on, but I'd rather leave paper types to 
someone else in the forum who knows more about 
them.