Well, I guess it's just around here that they don't have jacks. Even the brand new Bell Canada ones only have pegs.
I know you could just use an LED for an in-use indicator, but that would require making sure you got one that would light only when the phone line was off the hook (ie find one with the right amperage/voltage specs) and adding a resistor somewhere if you wanted the thing to last. Easier to just find one already made.
