The UV dye is a good suggestion. You also can often pinpoint leaks by the oily residue around the site of the leak (often where the rubber hoses are crimped into the metal ends, around the various fittings, or the compressor seals).
As for the oil, it does tend to leak out with the refrigerant, it probably depends on how big the leak is (a slow leak, it seems to be carried out with it, a fast leak might leave more oil in the system).
I finally just replaced an A/C hose on my Ranger that had been leaking reeaal slow for a little over a year now, there was very little oil left in the system (fortunately it didn't end up running dry though).
It's also normal for refrigerant to very slowly permeate through the rubber seals & hoses. Having to top it off on an otherwise properly-working system after say, 10 years or so wouldn't be abnormal. If the system is completely out though, then that would point to a leak.
Pick up a copy of the Haynes Automotive Air Conditioning manual at your local auto parts store. Quite a bit of decent info in there.
Hope that helps.