You can look up yourself or anyone else to see if, how much and who they have donated campaign funds to. Search by actual name or even just enter an address and get a list from that area. It's interesting but I think it's kinda scary that it's so easy to check up on your friends or neighbors or whoever too. http://www.fundrace.org/
There is other information there too. The Candidate Rankings pages at http://www.fundrace.org/moneyindex.html show you how donations break down by income levels, repeat donations and other rankings.
Well, they do need donations to run a campaign. I don't have a problem with that. Even if they never ran any advertisements, there are still expenses for travel and staff. I wouldn't expect every candidate to pay all expenses out of their own pocket.