OK,

I figured it out.  This returns the name of every database where the "guest"
user has been activated (GRANT CONNECT):

use master
exec dbo.sp_MSforeachdb '
use [?]
select  DB_NAME() + ''.'' + permission_name
from    sys.database_permissions
where   grantee_principal_id = DATABASE_PRINCIPAL_ID(''guest'')
and     permission_name = ''CONNECT'''