Teresa, the subway will typically announce a stop before it comes up. Also, I usually find that most subways have a little map of the routes posted on board and you can follow along with it to figure out when your stop is coming up. I have only been on the NYC subway once, but the one in Toronto is like that, and I imagine it will be the same.
I am currently living in China- where like the U.S. subways, the buses will announce your station before you arrive. However, given my abyssmal Chinese, it is no help whatsoever!!!