A couple of midterms and a final will also tell you if your students are learning, however they won't give you as many opportunities to assess their progress and perhaps make changes to the lesson plans or your teaching style. Class discussions can also provide opportunities for students to demonstrate learning and understanding. However, it can be difficult to get all students to participate in discussions and therefore difficult to gauge everyone's understanding. Finally, class assignments and projects can be a very valuable way for your students to demonstrate gained skills and knowledge. Vary the formats of assignments so that different styles of learning and performing can be accommodated.
Most students are more than willing to enjoy a class rather than just endure it.
Tell them why you love the subject. Share your enthusiasm with them. If you know others in the field with a lot of enthusiasm, bring them in as guest speakers. Incorporate interesting or funny anecdotes relevant to the topic into your lectures. Make them want to learn what you know and then do all you can to help.