In the past, I've set up big MOTD style messages that say "PROD" in fancy ASCII graffiti when I ssh/connect a DB client/whatever to production. I think I will set one of those up now for my current setup.
Also, sort of related, I'm using MacOS, and in the back of my head I've wanted to create a tool that will change the color of the menu bar (at the top of the screen) to, say, bright yellow, when I'm connected to the VPN so that I don't accidentally visit a porn site while still connected to work.
That said, neither of these systems is even close to fail-proof :)
Maybe you could set a translucent menu bar, then script something to change the top 22px of the desktop background based on the VPN connection status. It's hacky, but it'd work.
Another option would be to configure your routes. At a previous job, I set up my home router to connect to the VPN and route 10.* to the VPN interface. Setting this up isn't easy, but it's oh-so-convenient. Reading http://wiki.openwrt.org/doc/howto/vpn.client.pptp will start you on the right track.
Be careful though. This gives anyone on your home network access to work. It almost certainly violates security policy. I only did this because I knew I'd just be chastised if I got caught. (Same goes for running rogue APs at work.)
Most VPNs can be configured to only route certain subnets over them (so all work related networks, for example) instead of everything. This is very simple to do with OpenVPN; can't speak as to the Mac builtin solution.
This is essentially what I do - Black on White for production, White on Black for development. If I'm running development commands on a Black on White screen, something doesn't feel right. It isn't a life-or-death application, so this is enough.
Also, sort of related, I'm using MacOS, and in the back of my head I've wanted to create a tool that will change the color of the menu bar (at the top of the screen) to, say, bright yellow, when I'm connected to the VPN so that I don't accidentally visit a porn site while still connected to work.
That said, neither of these systems is even close to fail-proof :)