A nice little enhancemend to GNU cp is Advanced Copy (via). It adds Progress-Bars and some information of which file is currently copied where, and how long it will (presumably) take until the copying is finished.
Well, there is not much more to say about it. Its a patch to coreutils. And it compiles (and seems to work) under Mac OS X Snow Leopard. It is one of these little enhancements that a system needs to get more user-friendly. And I am glad that such enhancements are also written for cli-applications, not only for gui-stuff.