Note, a plain dd will report progress on stderr if sent a SIGUSR1. That can sometimes be enough to avoid the overhead of pv(1) and sending huge amounts of data through another pipe.
stty status '^T'
fsck also responds to SIGINFO by printing its status. I had to hack up rsync to do it (http://jcs.org/patches/rsync-show_current_file.diff), and I wish more utilities supported it by default.