The stock Python package performs syntax highlighting inside strings containing SQL commands. That's rather useful, even though the implementation might need some more work. In this example:

create = 'CREATE TABLE test (id INT, name TEXT);'
insert = 'INSERT INTO test VALUES (1, "Bob")'

in the second line, words recognized as SQL are highlighted, but not in the first one, where "CREATE TABLE" has the same color as the non-reserved names.

(Actually, as you can see, even Github's Markdown does it, with exactly the same behavior, so perhaps something is wrong with the first line, although it does execute properly)

Do you consider this a useful addition?