The LED doesn't necessarily have to be lit for the NIC to be listening to WOL, this is a common misconception. It depends on the NIC. I have a Windows PC where the LAN LED is out even though WOL works for it. Also, looking for attached devices in a router's i/f might not show truthfully if the NIC is listening for WOL or not. I have a PC which is not visible in the router's i/f when in sleep but WOL works. So all in all I don't think there's any good way to check if NIC is listening or completely shut down.
I posted my problem & investigation here, it could be the same problem:
Wake-on-LAN worked 3 times then no more
My main suspicion righ now is that this problem occurs for RTL8111 users with Ubuntu 12.04.
There are also actually different version of RTL8111, who knows if it applies to all, and I don't know what the differences are between 8111C, 8168B, 8169 etc, they use the same driver on Linux. On Realtek's site, the same driver is used for the following NICs:
RTL8111B/RTL8168B/RTL8111/RTL8168 --
RTL8111C/RTL8111CP/RTL8111D(L) --
RTL8168C/RTL8111DP/RTL8111E --
RTL8168E/RTL8111F/RTL8411
and a different driver for the following NICs:
RTL8110SC(L) (RTL8110S/RTL8110SB(L)/RTL8169SB(L)/RTL8169S(L)/RTL8169)
Not allowed to post any more links.. :-/
If you want to buy a different NIC I suggest non-Realtek i e any Intel chip.
Update: I tested some more to understand what the problem is. My main theories for now ar: Ubuntu system shuts down NIC power in standby mode, and/or Realtek RTL8111 driver for 64-bit machines does not work. See link to my thread for details.
BTW I don't get this forum.. Am I posting an answer and the other ones are discussing although not allowed?! And I'm allowed to change the original post but can't add a comment!