LED Indicator on 3v3 SPI Bus
the problems about your idea: 


a SPI bus runs fast, so if you connect a LED to the data signals or chip select you will not see anything .. its to fast for your eye.
the led need some current, the spi pins have to drive the current for it. 


a solution could be to use the chip select signal with a transistor to trigger a pulse element with drive a led for a  short time.