[linux] How do I automatically set the $DISPLAY variable for my current session?

do you use Bash? Go to the file .bashrc in your home directory and set the variable, then export it.

DISPLAY=localhost:0.0 ; export DISPLAY

you can use /etc/bashrc if you want to do it for all the users.

You may also want to look in ~/.bash_profile and /etc/profile

EDIT:

function get_xserver ()
{
    case $TERM in
       xterm )
            XSERVER=$(who am i | awk '{print $NF}' | tr -d ')''(' )    
            XSERVER=${XSERVER%%:*}
            ;;
        aterm | rxvt)           
            ;;
    esac  
}

if [ -z ${DISPLAY:=""} ]; then
    get_xserver
    if [[ -z ${XSERVER}  || ${XSERVER} == $(hostname) || \
      ${XSERVER} == "unix" ]]; then 
        DISPLAY=":0.0"          # Display on local host.
    else
        DISPLAY=${XSERVER}:0.0  # Display on remote host.
    fi
fi

export DISPLAY