You can use the Gizmo DrawSphere to see the sphere in the Scene: http://unity3d.com/support/documentation/ScriptReference/Gizmos.DrawSphere.html

That needs to go in the OnDrawGizmos or OnDrawGizmosSelected methods.

private void OnDrawGizmosSelected() {
    Gizmos.color = Color.red
    //Use the same vars you use to draw your Overlap SPhere to draw your Wire Sphere.
    Gizmos.DrawWireSphere (transform.position + m_Position, m_Radius);
}

If you want to see it in the Player, the easiest way would probably be to Instantiate a Sphere prefab at the exact same dimensions of your OverlapSphere. I do not think OverlapSphere has any kind of built in way of doing this.