Default to ON for 8.2, as announced in the release notes:

bmomjian · bmomjian · commit d694bd812aa1 · 2006-03-06T22:52:10.000Z
escape_string_warning = on
diff --git a/src/backend/utils/misc/postgresql.conf.sample b/src/backend/utils/misc/postgresql.conf.sample
@@ -415,7 +415,7 @@
 #add_missing_from = off
 #array_nulls = on
 #default_with_oids = off
-#escape_string_warning = off		# warn about backslashes in string literals
+escape_string_warning = on		# warn about backslashes in string literals
 #standard_conforming_strings = off	# SQL standard string literal processing
 #regex_flavor = advanced		# advanced, extended, or basic
 #sql_inheritance = on
