There should be an easy way to search Server Fault from Stack Overflow (and the others)
The easiest thing would be to add a "Try searching Server Fault" link next to the "Alternately, try your search in Google:" on the no-results page, but this wouldn't help with overlapping searches..
For example, searching for
[sql] error 1234 might have better results of ServerFault, but a programmer might only searching SO for such a problem (a reasonable thing to do)
Maybe there could be a SO/SF/SU/Meta buttons at the top of the search results, which jump you between sites?
Since the user may not be logged into ServerFault, I guess it'd be best to display the results on the current site (with the different colour scheme maybe?), obviously all the links would go to the correct site (
http://serverfault.com/questions/... in the example image)
A good example of such a feature is Google.