I always wonder if crazy people know they're crazy? It's the archetypical catch-22. For the record: I have no reason to suspect that I'm insane.
I don't think anyone is out to get me. I don't hear disembodied voices telling me to do anything. I have no urge to do anything out-of-the-ordinary that other people don't do. I dress normally, work, go to school, and generally fit into society just fine.
If I ever do go insane, I'll be able to look back to June 27th, 2004, and know that the trip wasn't yet underway.