Defunkt's hub tool adds a ton of GitHub-friendly commands to git, including the ability to check out a pull request and create one from the command line.
Be sure to read the full discussion (as of now) - it mentions further options (like global configuration) and some important points - like the order of fetch config statements.
The downside with this approach is that, with active projects, you end up with hundreds of remote branches. They'll never get deleted with `fetch -p`, and if you remove them manually they'll just come back.
I had the same question, but then I realized where this tip is useful: for open-source projects where the PR came from someone else's fork. With this tip, you don't have to add the forked remote in order to pull it.
https://github.com/defunkt/hub