Print out unicode values of stdin

You can use bash's echo or /bin/echo from GNU coreutils in combination with iconv:

echo -ne '\x09\x65' | iconv -f utf-16be

By default iconv converts to your locales encoding. Perhaps more portable than relying on a specific shell or echo command is Perl. Most any UNIX system I am aware of while have Perl available and it even have several Windows ports.

perl -C -e 'print chr 0x0965'

Most of the time when I need to do this, I'm in an editor like Vim/GVim which has built-in support. While in insert mode, hit Ctrl-V followed by u, then type four hex characters. If you want a character beyond U+FFFF, use a capital U and type 8 hex characters. Vim also supports custom easy to make keymaps. It converts a series of characters to another symbol. For example, I have a keymap I developed called www, it converts TM to ™, (C) to ©, (R) to ®, and so on. I also have a keymap for Klingon for when that becomes necessary. I'm sure Emacs has something similar. If you are in a GTK+ app which includes GVim and GNOME Terminal, you can try Control-Shift-u followed by 4 hex characters to create a Unicode character. I'm sure KDE/Qt has something similar.

UPDATE: As of Bash 4.2, it seems to be a built in feature now:

echo $'\u0965'

UPDATE: Also, nowadays a Python example would probably be preferred to Perl. This works in both Python 2 and 3:

python -c 'print(u"\u0965")'

My answer is essentially the same as in your other question on this topic:

$ iconv -f UTF-16LE -t UTF-8 myfile.txt | grep pattern

As in the other question, you might need line ending conversion as well, but the point is that you should convert the file to the local encoding so you can use native tools directly.