(1) Suggest adding a "Change Server" or "Change World" button on the Character Selection Screen. I envision it placed on lower left with the group of buttons that has the "Intro Movie", "Credits", "Options" and "Exit Game".
Clicking the button would popup a small confirmation window. Upon confirmation the program would simply fall back to the launcher, but with the player still signed in and viewing the list of servers. (This is the same state as what appears when the player initially signs in without checking the 'Enter last played world "xxx"' box.)
The purpose is to change servers without having to completely exit the game, then reload the launcher, then sign in again. It would be much cleaner and more elegant.
(2) Along the same line of thought, add a small banner/label, perhaps under the DDO logo at the top left with the name of the server/world into which the player is currently logged.