More advanced IOS topics here.

The c1700 routers seem to run CTRL+ SHIFT + 6 as an escape sequence (break traceroutes & etc) but my 2950 switch didn't seem to function the same way (it does if pressed twice). Fortunately this can be changed!

Appears to be dependent on your connection: console / vty can have different escape sequences saved in the config.

SW1-TOP(config)#line vty 0 15
SW1-TOP(config-line)#escape-character ?
  BREAK            Cause escape on BREAK
  CHAR or <0-255>  Escape character or its ASCII decimal equivalent
  DEFAULT          Use default escape character
  NONE             Disable escape entirely
  soft             Set the soft escape character for this line

SW1-TOP(config-line)#escape-character 3
 ** Sets the sequence to CTRL + C -- a standard UNIX sequence