(Slightly old, but not too widely aired:) Federal air marshals are too easy to spot. Why? Because the new-in-2002 director of the Federal Air Mashals Service is a 20-year Secret Service veteran, and god forbid anyone in his agency should ever show up for a flight unshaven or casually dressed....
On a related subject, guess what LA's latest anti-terrorist measure is? Uh-huh. That's right. In the event of a terrorist attack, they're planning to jam all cellular phone networks, thus making response coordination harder, hampering rescue efforts, and increasing panic. With anti-terrorism measures like this, we scarcely need terrorists.
And to complete the set, New York City is protecting its subway network via security-through-obscurity. If you can call an unenforceable ban on taking photographs on the subway "obscurity", that is. (Older article again.) The $25 fine should be a real deterrent to terrorists, too.