In Bash, how to add “Are you sure [Y/n]” to any command or alias?

These are more compact and versatile forms of Hamish’s answer. They handle any mixture of upper and lower case letters:

read -r -p "Are you sure? [y/N] " response
case "$response" in
    [yY][eE][sS]|[yY]) 
        do_something
        ;;
    *)
        do_something_else
        ;;
esac

Or, for Bash >= version 3.2:

read -r -p "Are you sure? [y/N] " response
if [[ "$response" =~ ^([yY][eE][sS]|[yY])$ ]]
then
    do_something
else
    do_something_else
fi

Note: If $response is an empty string, it will give an error. To fix, simply add quotation marks: "$response". – Always use double quotes in variables containing strings (e.g.: prefer to use "$@" instead $@).

Or, Bash 4.x:

read -r -p "Are you sure? [y/N] " response
response=${response,,}    # tolower
if [[ "$response" =~ ^(yes|y)$ ]]
...

Edit:

In response to your edit, here’s how you’d create and use a confirm command based on the first version in my answer (it would work similarly with the other two):

confirm() {
    # call with a prompt string or use a default
    read -r -p "${1:-Are you sure? [y/N]} " response
    case "$response" in
        [yY][eE][sS]|[yY]) 
            true
            ;;
        *)
            false
            ;;
    esac
}

To use this function:

confirm && hg push ssh://..

or

confirm "Would you really like to do a push?" && hg push ssh://..