I have always understood the universe as having boundrys where space time is bent into a higher dimension. For example it would be like 2 dimsional beings on a piece of paper that had been bent into a sphere tring to escape off the edge. Any one else heard that theory, i think it was mitchio kaku who said it.
Also someone pointed out that if the universe was infintite and had been there for ever, when we looked at the sky it would constantly be lit up from the infinate amount of light from the infinate amount of stars.
Sorry hope this hasn't been said already.