if you just want a light that illuminates when the SSR is receiving an active control signal, you can use a panel mounted LED to do this. They take almost no juice to get them to light up.
LEDs need a resistor to limit the amount of current than flows through them, else they burn up. But, if you walk into radio shack, you can get an LED in a panel mount package that already has the current limiting resistor packaged up with it. Just drop it in and wire it up.
FYI: If I understand what it is that you are doing, you really don't need to use two SSRs. You can have your PID feed the SSR and then, after the SSR, you select whether the high current path goes to one device or the other. You really want some sort of manual kill switch in the system to absolutely shut the power off to the elements, so you could just combine the killing/selecting together. SSR feeds out to one place or the other or neither.