I'd like to add the Unicode skull and crossbones to my shell prompt (specifically the 'SKULL AND CROSSBONES' (U+2620)) but I can't figure out the magic incantation to make echo spit it, or any other, 4 digit Unicode character. 2 digit one's are easy echo -e "\x55", for example.
In addition to the answers below it should be noted that, obviously, your terminal needs to support unicode for the output to be what you expect. gnome-terminal does a good job of this but it isn't necessarily turned on by default. Go to Terminal-> Set Character Encoding and choose Unicode (UTF-8).