The Links module from the core team is a good example for this. When logged in as a user with Edit rights (and in Portal Edit mode), the little pencil edit icons are visible next to each link. They are not visible to users w/o edit permissions on the module, or when in View mode. The IsEditable property on your module (from PortalModuleBase) can be used to determine if a user has edit permissions.

Here's an excerpt from Links.ascx. Note the usage of the IsEditable propery.

                        <asp:HyperLink id="editLink" NavigateUrl='<%# EditURL("ItemID",DataBinder.Eval(Container.DataItem,"ItemID")) %>' Visible="<%# IsEditable %>" runat="server" ><asp:Image id="editLinkImage" ImageUrl="~/images/edit.gif" AlternateText="Edit" Visible="<%# IsEditable %>" Runat="server" /></asp:hyperlink>

Good luck,

Jordan