I found interesting article about this issue here http://geekswithblogs.net/kjones/archive/2010/10/29/142510.aspx
Author created a small graphic files, copied them to C:\Program Files\Common Files\Microsoft Shared\web server extensions\1x\TEMPLATE\IMAGES and insert them to page footer. Because every WFE look to their own images directory, he can simply recognize by looking on the image which WFE served the page without any effort. He wrote about images only 3 pixels wide, I created something bigger that fits to our brand style and who does not know about it, don't notice it. Of course, if you want to display more information, it is not the right way, but for simply recognizing the server it is enough, You can even find that information from any users computer. This can be handy.
or you can stop one WFE for a while, test your web part, run him again and vice versa...