This is a godsend. Wish I had thought about doing this before.
$ diff source/worksforme.php <(ssh -n me@liveserver cat /home/me/source/worksforme.php)
You can also compare files on two remote hosts.
$ diff <(ssh -n me@testserver cat /home/me/source/worksforme.php) <(ssh -n me@clientserver cat /home/me/source/worksforme.php)