Do I have to learn how they look or is there some graphical indication? (apart from the actual moment when they level up)
Convenient way to identify higher-level buildings
cities-skylines
Related Solutions
Your best bet may be to look for the tiny arrows near intersections. It really does pay to zoom in a little and it depends on how good your eyes are.
You could try a frontage road running parallel to your large one way
This allows for numerous entry and exit points to the highway without making a zillion intersections on your main avenue. The frontage road also "filters" the traffic to closer to where they actually want to go instead of having them all go in and out at the same place.
Here's a screenshot of one I made in game:
It's a bit goofy because I didn't have room to run on both sides of the highway but flows very well.
Best Answer
If you open the info view in the top left corner (you may already have it open), the button that has a green house with a star in the middle of it will display buildings in different shades based on their level.