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The first command you should run right after you login to a remote server ;-)

 $ screen

— by Janos on Sept. 15, 2011, 10:24 p.m.

Explanation

With screen you can have multiple shells in the same window. You don't need to open new windows for a second connection to the same remote server, you can simply press C-a c inside the screen session. And if your computer crashes, you screen session on the remote server survives, you can re-attach to a previous screen session with screen -R.