You Know You are in a PhD Program if..

a) you are aware of all the fine niceties involved in making hobson's choices, begining with
(i) wondering if sleeping at night after a totally unproductive day would be worse than waking up after such a night, to yet another equally unproductive day
(ii) wondering, for the umpteenth time, if in picking an easy field i.e. a field in which you can at least read the papers (as opposed to the many regarding which you have absolutely no clue) , you really have done the absolutely safe thing (after all, areas could get more difficult as you progress deeper and you worry about reaching the end of your rather limited understanding of this...)
(iii) worrying constantly, and spending easily more time than even on selecting a mate, about the committee's composition, the appropriate mix of experience ("big-man-has-no-time-to-see-you-this-semester" types) and youth ("hi-whoeveryouare-hope-you-have-the-code/proof-I-have-been-struggling-for" types); too many of the former is, you fear, likely to wear out your thumbs-through constant twiddling-while too many of the latter could easily ensure that you do not receive the backing of the old-boys-club, so essential to getting even an interview at any decent university (forget "dream universtiy" any university other than your own will seem a dream university)

b) asking yourself, much before even your comprehensive exams, if you really are "publishable" material (unlike in other professions where one at least waits until the interviewer asks himself such a question), and if so, what on earth will you be publishing, given that whatever you could think of (and think of thinking, ....ad infinitum) has not only been thought out but also beaten to death
c) you feel that coursework, far from broadening your horizons of knowledge, appears to be having an entirely opposite effect, both broadening and deepening your ignorance; the more courses you take, the worse it seems to be, since you then start to truly realise the depth of your ignorance; the commonly observed resentment to taking courses, observed in the species "homo tyro-academicus" stems in the main from this resentment to attampts at enhancing ignorance
c) you share mental kinship with the hardened convict completing his long stretch, in that you both begin your day by marking the walls (virtually speaking, at least) with the number of days left to the end of your official period, the one as a convict, the other as a student, both feeling much the worse for wear
d) you dread the prospect of presenting your work to anyone, in any fora, in the fear that the best that could happen is your worst fears coming true viz. that someone, somewhere has already done the work you are now commencing/completing, that this is not really feasible or worst of all, that there is some monumental flaw
e) you begin each semester wondering if this will be your last one, and each exam as if it were a risky gamble, wrong throw and out-you-go
f) after a particular point of time, the prospect of the comprehensive exams seem to hardly bother you, but you are particularly affected by the entire period prior to such a state, begining approximately from the first month after your arrival; even in your dreams, you are heard wondering "God, surely it cannot be that difficult"
g) your conception of hell differs from Dante's (or any other you may have had prior to begining a PhD program) in such minor details as its composition, for one thing; yours has about a dozen doyens of your field, sitting quietly (it is the deafening silence that disturbs you much, in your recurring nightmares), sharpening pencils/toying with their pens, having an air of group of lions awaiting a sumptuous repast; another thing would be the strange elegance of the rooms into which you are invited (if an oral exam), in contrast with conventional versions of fire/cold/unpleasant smells; finally, it is what is not stated that is the chief cause of your torment, rather than what is.
h) if intellectual masochism, in being constantly reminded of your own intellectual status (or lack thereof, measured against the real giants) excites you, if you are willing to become the intellectual equivalent of the "hey-you-whatever-your-name-is" in your field
i) the approaching hour of your dissertation leaves you feeling, for the first time in your life, a true kinship with the Cat, (hitherto a disgusting animal) in that you are now quite in consonance with the feline in terms of infanticide [regarding the dissertation as your "baby"]
j) You tend to look at the "wayside" (for instance, the side of the road) as you walk anywhere, instinctively, having internalised the reality that you can anyday "fall by the wayside"
k) [For the Empirical: ] if, in your lack of ideas for a dissertation, you regress to your childhood, by attempting to "match" datasets and techniques, in the hope of finding one particular combination which has that rarest of rare characteristic, intelligible to you (leaves out most of the esoteric techniques), has not been tried (leaves out most of the simple techniques which you were eying with great hope) on a particular data set (cardinality of your universe: about 100); thus, half of your semester is spent in collecting information to build up the table, the other half in bemoaning, equally, the existence of two types of individuals, idiots who do not collect enough data and extremely bright people who have already applied whatever techniques you could think of on the existing data sets

l) Your one Wish, from God, is that He make up his Mind when he made individuals, as to whether He wanted more idiots (out there in the real world) or more bright people (such as your advisor), instead of taking the easier route and deciding on a Happy Medium, in your case