I've got another question for you - where should the tools be? Let me explain.
Most of the time when you connect to SQL Server, you open SQL Server Management Studio (SSMS) on a client machine and then type in the name of a server somewhere on the network. What you type on the client is then sent to the server to be executed. This is standard client/server stuff.
As I've talked with a number of DBA's that have production systems in data centers and the like, I've found an interesting behavior. They are actually using Remote Desktop to connect to the server, and then they open SSMS there. I'm told they do this for a few reasons, but the main one I heard was "so that I know I'm on the production box."
One method of solving this problem would be a notification that you're on a particular box. We could set a color on the background or a special title in the top. Using colors is difficult for us, as you know, because we support those with color-blindness, grey-scale screens, and high-contrast modes. Those render the colors less useful as a warning mechanism.
Another method would be to use the web interface for SQL Server that I've mentioned before. This is a different connection on a different system, so you would be "local" when you connected to the server.
What are your thoughts? Do you operate in this mode? If so, why are you doing that?