Set these in the .(bash_)profile of the oracle account

 alias dba='sqlplus / as sysdba'

This will only work if a database has already been selected using “. oraenv”
When I work out how to use multi-line in an alias, this can be made better with something like:

 alias dba='export ORAENV_ASK="NO";export ORACLE_SID="$1". oraenv;sqlplus / as sysdba'

Then it could be used like so

 dba dev02

In the file $ORACLE_HOME/sqlplus/admin/glogin.sql, put:

 set sqlprompt "_USER'@'_CONNECT_IDENTIFIER _PRIVILEGE> "

Might be useful to add some other often used settings:

 set linesize 200
 set pagesize 200

Very useful as of 10g is that this file is re-read after a connect from inside SQL*Plus

There is also a login.sql file that will be read (if it exists) which can either be in the current directory or in an environment variable $SQLPATH

Create a file dba.bat that contains:

 @echo off
 set ORACLE_SID=%1
 sqlplus / as sysdba

Then this file will either have to be put somewhere on the %PATH%, the %PATH% modified to include the script dir or cd to the script dir before calling it.