killall -9 processname works well when you can't be asked to get the pid.
kill -9 $$ is my favourite way to save face when I enter something into shell that shouldn't be in its history. Usual situation - switching panes and forgetting a recently used sudo session. Switching to root and getting there without a password prompt, but still typing it in. Wouldn't be helpful in situations where shell history is monitored remotely, but hey ho.
It's still a good habit to get into as this kind of thing could potentially bite you nastily if you ever end up on the wrong machine (which can happen).