It's a monotonous task that many web sites ignore. But I highly recommend it as a usability enhancement. It's an essential feature of user friendly site to give the visitor LOTS of cues as to what their location is -- and that often results in longer visits.
I try to do all of these:
1. The displayed page is not an active menu link
- no link should reload the page you're on
2. Any menu label for the page should look different
than the other menu choices somehow. ALL CAPS works well
for me when the menu labels are short words
3. A page Header of some kind duplicates the exact
same label used in the menu, word for word.
4. A shift occurs in color, image, or icon between
the different major sections of the site.
I've not always been a good boy in this area. But my sites that do follow these four guidelines show a lot of page views per unique.