Even under pretty high magnification a bur can be pretty tricky to see. It often just looks like a thin silver/ white line that reflects light differently than the steel on the rest of the bevel.
There are 2 scenarios in which I typically want to detect the presence of a bur.
1) While sharpening inorder to tell when I've reached the edge and it's time to sharpen from the other side.
This, IMO is the easiest type of bur to detect because it's folded over to one side (the side opposite of where you were just sharpening). I can usually feel it with my finger tips, but fingernails are also useful in detecting it.
One method is, with the edge pointed down, parallel to the floor press a fingernail into the side of the blade just above the edge and then scrap downward. You can either do this with your palm facing downward or upward (i think upward might be easier b/c you nail has more flex in that direction). Once you know what it feels like (by comparing it to the non-bur side as well as known, very large burs) it's pretty easy to recognize.
Another method is to "strop" the edge on a thumbnail. BE CAREFUL. If you do this properly there is no risk, but anytime you're rubbing a blade over a part of yourself, there is danger if you're not paying attention / using good technique. I start with the edge pointed toward my hand, place the side of the primary edge bevel near the back of my nail and very lightly and slowly move the knife away from my hand in an edge-trailing direction. The burred side will grab and possibly even slightly scrape your nail leaving failt white scratch marks.
2) After I'm done sharpening and stopping / polishing and I want to make sure that there is no bur left.
In this case it can be very difficult to see or feel a bur because it's very fine and also aligned with the edge (as opposed to rolled to one side when sharpening). The only method that I use other than feel is to draw the blade though some clean, soft, light-colored wood and see what it does (or doesnt) leave behind. A dark grey line in the wood mean that there is / was a bur and that you need to draw it though a few more times until the line looks clear.