It’s worrying how often I execute a command on the wrong machine because I don’t notice the hostname in my bash prompt. So I eventually figured out a way to make it more obvious. This is the relevant part of my ~/.bashrc:

# colours
RED=`tput setaf 1`
GREEN=`tput setaf 2`
YELLOW=`tput setaf 3`
BLUE=`tput setaf 4`
MAGENTA=`tput setaf 5`
CYAN=`tput setaf 6`
WHITE=`tput setaf 7`
LIGHT=`tput setaf 9`
GREY=`tput setaf 0`

# make remote sessions stand out

# string it all together:
PS1='\[$GREEN\]\u\[$HOSTNAME_COLOR\]@\h \[$CYAN\]\w\[$GREEN\] \$\[$LIGHT\] '

The colours stuff is pretty standard, the crucial part is [ "$SSH_CLIENT" ] && HOSTNAME_COLOR="$RED". You can do anything in here to make a remote session stand out.