I have it set to Caps Lock. GNOME used to (and might still) have a setting for it in its keyboard preferences; I think KDE and Xfce do, too. Otherwise, you can add "setxkbmap -option compose:caps" to your ~/.xsession or ~/.xinitrc (whichever you're using) or to some other startup script.

Some old Unix workstations actually do have a physical "Compose" key on their keyboards. Alas, I do not have such a keyboard, but it ain't like I use Caps Lock all that much anyway.

Depending on your keyboard layout, the key might be the "AltGr" key, or have an Apple logo, an MS logo or a penguin on it.

Thanks for the hint. While neither of those keys seems to be the compose key on my linux, SHIFT + ALTGR + S workẞ here.