Matthew Montgomery of MySQL has released a group of shell scripts that are very useful for those administrating MySQL instances. I was particularly impressed with a useful script for checking the configuration of your database for known performance bottle necks, which produces very clear output with advice on how to tune your MySQL server:
"Sundry MySQL Scripts and Docs" - http://www.day32.com/MySQL/
Updated 2021 : note that the above post was originally published in 2009, but is left here for archival purposes. It seems that link is no longer active, so I have unlinked it above.