After you get your sign from the third base coach, make sure you act exactly the same as you do when you don't plan on stealing. Often young players get a sign from the coach and then they change things.
Once you take your lead, your focus is solely on the pitcher. What you look for depends on whether the pitcher is a left-handed or right-handed pitcher.
A pitchers head position and movement will often tell you what he is going to do before he does it. There is nothing as specific like there is with the heels to look for. What you want to look for is patterns or a movement that gives away his intentions. It may be the 3rd or 4th inning before you discover something, but if you do you can use it to your advantage. An example would be a pitcher that always glances towards a certain location when he is going to make a move to first but focuses on a different location when he is going to the plate.
Some pitchers fall into a rhythm when pitching, especially if they are throwing the ball well. They want to get the ball from the catcher, get on the mound, take their stretch and throw the ball. You can often time them when you are on the bench or in the batters box. If you think you have a pitcher timed and you want to use this method to get a good jump, you may not want to take your maximum lead. You want to take an average lead to give him the impression that you are not a threat to steal.
The most common focal point to watch on a right-handed pitcher is his heels. If the pitcher lifts his left heel first, he is throwing home. If he lifts his right heel first, he is throwing to first. When using this method you may find it easiest to concentrate harder on the right heel than the left. The reason is if you see movement with left leg but the right heel remains still you know he is going home. If you concentrate on the left heel you may anticipate any movement as the pitcher going to the plate.
So if watching the heels is so cut and dried, why focus on anything else? The pitcher may give away where he is going to throw the ball before he lifts either heel. If you can find out something that gives away what he is going to do before he lifts a heel then you are greatly improving your chances of being able to steal second off the pitcher.
This often is a good place to focus with a pitcher that comes set with an slightly open stance. He does this to get a better view of you as you take your lead. The advantage to you is the pitcher will often close his shoulder before he lifts his left heel as he goes to the plate. So, when you see the shoulder close...you're gone. If the shoulder comes toward you, then he is throwing to first.