Show template loaded

The following will show the current template file to logged in admins only. If you add to the top of your functions file, you should see this info as the first line.

add_action('wp_head', 'show_template');

function show_template() {
  global $template;
  global $current_user;
  get_currentuserinfo();
  if ($current_user->user_level == 10 ) print_r($template);
}

You will still need to follow the logic of the page template to determine which header, sidebar and footer are loaded, however.