A popup is usually just an implementation of a larger pattern - "modal dialog", which can be implemented in a lot of different ways, not necessarily a "popup" as user understands it, so it might be a good idea not to denote an implementation, but an idea instead: "this will require further action" instead of "this will open a popup".
I found it interesting, that Windows UX guidelines say you should use ellipsis (…) when there is some additional action required after the action (popup, dialog, confirmation) and it isn't clear by the action itself:
While command buttons are used for immediate actions, more information might be needed to perform the action. Indicate a command that needs additional information (including confirmation) by adding an ellipsis at the end of the button label.
This doesn't mean you should use an ellipsis whenever an action displays another window only when additional information is required to perform the action. Consequently, any command button whose implicit verb is to "show another window" doesn't take an ellipsis, such as with the commands About, Advanced, Help (or any other command linking to a Help topic), Options, Properties, or Settings.
So maybe an ellipsis of some kind: in button's label or in the icon.
That's, of course, if you use popups as modal dialogs, not as a way of navigation.
UPD: Turns out, it's a part of Apple's human interface guidelines too.