vim-airline can display those fancy symbols in the statusline in just a few steps:
Download the powerline-fonts that have been patched to have the fancy powerline symbols.
In the downloaded fonts, find the font that you use for your terminal and copy over those fonts to ~/.fonts
Install the fonts using:
fc-cache -vf ~/.fonts
Once installed, configure your terminal to use these fonts. For GNOME Terminal, this can be done in Edit > Profile Preferences > General.
Enable fancy symbols by adding this line to your vimrc:
Tried with: Vim 7.3 and Ubuntu 12.04 LTS