How can I find out which statistics are evaluated by the optimizer?
I don't know of any exposed or documented way that SQL Server keeps track of this as a separate statistic (no pun intended). But if you monitor your server for expensive queries (long duration, high CPU, high I/O etc) and collect the plans for those queries, you may be able to derive some of that information from the plans you've collected - but keep in mind that not all statistics will be represented (some details on that here). If you know of queries off-hand that are slow and you suspect the problem may be due to specific statistics or missing statistics, you can generate an actual execution plan for that query and inspect the plan - you'll often find evidence such as a missing statistics warning or a huge discrepancy between estimated and actual rows (and the latter is why generating an estimated plan only is kind of worthless). 

SentryOne Performance Advisor product is one way to help with the collection of high-impact queries ("Top SQL") and the execution plans associated with them at runtime, since they are collected and saved for you over time. Also Plan Explorer is a free tool that can generate plans or open existing plans you've collected, often highlighting some of these issues much easier than viewing the graphical showplan in Management Studio or parsing the XML yourself.*