From the October Google Webmaster Chat Q &A:

Anonymous: Sitemaps question - How do we know what pages in the sitemap are NOT indexed? The report shows us how many are in the submitted sitemap and how many are indexed, but not which ones are or are not indexed...

JohnMu: One way you can do that is to set up separate Sitemap files for the different parts of your website. Doing that you can find which areas of your site are not being crawled and indexed as much as you would like. Perhaps you'll also stumble upon areas that you don't want indexed completely?

From the October Google Webmaster Chat Q &A:

Anonymous: In addition to a XML sitemap, does it make any sense to have also an HTML sitemap on the same website? Does HTML sitemap helps improve the rating?

JohnMu: A HTML sitemap file can help search engines, especially those that don't use XML Sitemap files. Also, the 404 widget in Webmaster Tools (which you can place on your 404 pages) will use "/sitemap.htm" and similar files to help users to find the content they're looking for. So yes, I would recommend making HTML sitemap files, however I'd focus on the user and not the search engines.