Firstly, you may need decide what's kind of samples you want to assay: SMP, mitochondria, or purified complexes? For intact mitochondria,you may employ oxygen electrode and check state III-IV, P/O, RCR etc.. For broken mitochondria, purified complexes and SMP, you may check the electron transfer activity of each complexes.

You could measure pH gradient formation using a lipid permeable, pH-sensitive fluorophore upon addition of an energy source (e.g. NADH) to membrane vesicles, or you could measure ATP formation using luciferase.

Jinfeng's suggestion is standard if you care about electron transfer activity; Adam's methods are for more specialized studies on coupling mechanism. If you have no electrode you can measure partial activities with a spectrophotometer and an artificial acceptor; examples include DCIP and methylene blue for succinate and NADH. 

Jinfeng's suggestion is standard as mentioned. I would like to add that by using pharmacological inhibitors of complexes and complex specific substrates (i.e. rotenone inhibition of Complex I and succinate stimulated respiration) you can determine where the deficit in the electron transfer may be. Alternatively you can do enzyme activity. There are various complex 'specific' enzyme activity assays available commercially.