If you have a keyboard without indicator lights for NumLock and CapsLock or perhaps a laptop with little or no indicator lights, then the TP NumLock indicator might be something for you.

TP NumLock indicator displays NumLock and CapsLock icons in the Windows taskbar notification area so you can see at a glance whether the keys are On or Off.

The app is very light in terms of system resources, as the indicator and settings are split into two separate apps.
The indicator app uses: 0 > 0.1% CPU and approximately 1.6 MB Memory.