In my previous occupation, I was able to work on both the office network and through a wireless internet link; the OS just found what I needed on whatever network was required. No muss, no fuss, and no juggling of connections. I am set up to connect automatically to available networks, although AirPort does ask before joining any untrusted access points.
[robg adds: Though not exactly a hint in and of itself, not everyone may know that OS X can use two network connections at once, so I thought it worth publishing this...]

