How deep of trouble am I in?
 

The shop popped the heads of the engine today. The driver's side rear cylinder is clean. I couldn't find where the gasket might have blown, but I don't really know what to look for. Am I in bad shape?

Possibly. There's a coolant passage next to the cylinder, and a failing gasket could allow coolant into the cylinder.

Or you could have a cracked liner.

You have less of a bad liner possibility due to the fact it's a 4.0, but it's still possible. Could be a slight warp I suppose. I'd say get the heads planed and get a new head gasket in there and call it a day.

Its usually one of the interior cylinders that crack behind the liner, they have the thinnest tolerances between the water jacket.

Okay cool. That's my plan.

What symptoms lead to having the covers pulled?

It was using up a bit of coolant. I decided I didn't want to take any chances and give myself some peace of mind.

Here's a pix of a blown out gasket, you can see that the gasket is just extra thin around that water channel. Always have heads checked to determine if you skip machining, usually you can't.

Mine was nowhere near as bad, I could barely notice it(though it was barely leaking coolant). They don't all look like that!

Very true, this one was a "gusher" external. But it illustrates the slim design of the gasket at the coolant channel.