You can't see the space used by apps directly, but in the Zune software you can see how much of used and reserved storage isn't media with the grey section of the storage gauge:
This space includes apps, app data, emails, documents, and reserved storage. You can check and set how much reserved space you have on your device in Zune settings > Phone > Reserved space:
I think Windows Phone Device Manager may allow you to do this.
It requires an unlocked phone, which I have, but I have not tried it out myself yet. When I last looked at it, the last release was pre-Mango, but it seems to have been updated now.
Try going to settings and then to Storage Check. You get a nice sorted list at the end.
P.S. I was looking for the same and passed by your question. I saw just now that it's over a year old. Perhaps this section was missing from settings back then?