When you are using multiple SharePoint Web Front End servers and load balancing (Windows NLB or otherwise), it is very hard to troubleshoot issues. Users hit one of the WFE servers and you have to figure out which one. SharePoint does not offer a quick and easy solution to do this for you.
In order to solve this issue I have implemented a very simple, but highly effective solution. I just create an HTML file in the Layouts folder (C:\Program Files\Common Files\Microsoft Shared\Web Server Extensions\12\TEMPLATE\LAYOUTS) called server.htm. This file looks nothing more than:
<TITLE>---SERVER NAME--- </TITLE>
On each server I replace the text "---SERVER NAME---" with the actual server name and the bgcolor with a different color (for example "green" or "red"). If a user then experiences issues, you can just have the user add the text "/_layouts/server.htm" to the site URL to show him the server he/she is on.
Like I said, very easy and highly effective! :-)