Sandman,
The reason there is no gauge is that bullet noses have different shapes, so the seater's conical cavity doesn't contact them all the same distance down from the tip of the nose.
Once you establish the seating depth you want, you can make up a dummy round to keep for each bullet you will use. In the future, when you go to set up for that bullet, just put the dummy in and turn the seater down until you feel it make contact with the dummy's bullet. Saves lots of setup time.
The only other system is the one on competition seating dies with micrometer heads. These allow you to record the correct setting for each bullet, once you've found it, and use them to repeat the setting in the future. Lee doesn't make that type, but Redding and Forster make excellent ones. They cost what several complete Lee die sets do, though.