In our Drupal 6 site, we have a field (from CCK) on the article content type. It states which user roles are allowed to access the article (via checkboxes). In a module, we have a list of roles which count as "member" content.
When we load an article, we check to see whether the article's list of roles matches the "member" content roles, and add an image indicator to users so they know. This works fairly well, like this: