This is the shell script I use as my alias for ssh:
#!/bin/bash
ssh-agent
ssh-add
case $1 in
marge* ) SSHCOLOR=1 ;;
bluebones.net ) SSHCOLOR=1 ;;
barney* ) SSHCOLOR=7 ;;
lisa* ) SSHCOLOR=6 ;;
homer* ) SSHCOLOR=3 ;;
* ) SSHCOLOR=5 ;;
esac
if [ $1 ] ; then
tput setab $SSHCOLOR
\ssh $*
tput setab 9
else
echo "Usage: $0 [HOST]"
fi
The background colour shows me at a glance which machine I am on.

Why the ssh-agent/ssh-add? Surely you’d be better off with the ssh-agent being started before your window manager, so that it’s inherited by all of your terminal windows automatically?
I do ssh-agent/ssh-add everywhere! It’s in my .bashrc (so it persists) and my .gnomerc (so it persists for stuff I start from the Run Application box) too! Perhaps having it in here as well is overkill/pointless.