URxvt

Change charset on the fly

printf '\33]701;%s\007' it_IT.~UTF-8

Change font on the flye

printf '\33]50;%s\007' 9x15,xft:Kochi" Mincho"

Insert an Unicode characters with its hexadecimal code

press together <Ctrl> and <Shift> and insert the code, then release both. To insert more than one character at once, use a space between a code and another while still keeping <Ctrl> and <Shift> pressed