In Destiny, there are chests all over the place. Is there anything that tells me when one is nearby or do I have to just keep my eyes open?
When you get close to one there is a kinda jangly sound. You can also often see the glow of them from inside a cave without going in (for some of the cave types).
They do tend to spawn in fairly predictable places, so as you play you'll get a feeling for where to look for them. One thing to note is that they spawn based on people being in the area and if there's a lot of traffic through an area without many people hitting less obvious spawn locations you can often find quite a few at once. Venus where the Fallen are fighting the Vex and the "prevent the sacrifices" world event happens is a great place for this.