How do you update participant status without affecting contributions?
Ben -

To your immediate question, you should be able to use the search builder (Search > Search Builder) to search for payments where the check number is empty (or null - it might be safest to search both ways).

You didn't indicate your version of Civi but it is usually possible to update participant status without recording payment - I doublechecked this quickly on the 4.5 demo site by searching for participants and selecting "Change Participant Status" from the actions menu; when I changed the status to Attended from Pending from Pay Later, no payment was recorded.  (Thinking ahead, you may want to add a different status to distinguish users who attend without paying, so you can easily find them later for collecting payment.)

Hope this helps,
Lesley