Example: I have a page in my user space that links to all the stubs I've started. Clicking "related changes" shows any changes to any page I started - useful for me. If anyone renames any of those stubs, it becomes a redirect. "Related changes" then quietly[1] breaks, because future changes to the stub no longer show up. It would be very handy for me to see which of my links are actually pointing to redirects.
I just whipped up a little Javascript for that purpose (PHP developers, start puking now!). Just insert the following lines into your monibook.js (or whichever skin you are using.
// [[User:Dschwen/highlightredirects.js]] - please include this line document.write('<script type="text/javascript" src="' + 'http://en.wikipedia.org/w/index.php?title=User:Dschwen/highlightredirects.js' + '&action=raw&ctype=text/javascript&dontcountme=s"></script>');
Have fun and please report bugs directly to me (less spammy to the list and less embarrasing to me :-) )