Can I see my traffic somewhere in settings? Is there some app doing this? Or any app for jailbreaked devices?
It's kind of basic feature nowadays, when internet connection is necessary.
I'm on Orange, which has an app that tells you how much of your talkplan minutes you have remaining. Until recently it also showed how much of your data allowance you have left, but that seems to have been removed. This hasn't gone down well and Orange cutomers are giving it one star ratings in the marketplace in protest.
Anyway, I found an app called Call Credit which gives this information. "All major Australian, UK and US providers available, other countries also supported". I can say that it works fine with Orange in the UK.
Anybody from Czech republic can use application called FUP Monitor which is free and can be downloaded here.
Credit for the idea of such app goes to @paranoid.
This is chance for anyone from anywhere - if Call Credit app doesn't support your country or your carrier, try to search your local marketplace for similar app.
Disadvantage of this approach is that you must give access (login and password) to your carrier account. Advantage is that such app can give you some other info from your account.
No this is not available on Windows Phone through any of the available API's. there are apps however that make it possible to do this as stated in other answers.
For The Netherlands specific operators there are a few apps that do this for you (they scrape the data from the operator website.
the apps are Called BelStatus and are for 1 provider only