best way to have a unique key

[Anthony Pace]

Due to certain reasons, the company I am doing business with has decided 
that the primary key, for an orders table, be a unique key; however, I 
don't like the possibility of it conflicting if moved to another machine.

What are some pitfalls of using a unique key, that is generated by a 
server side script, rather than by mysql?
What are the best ways to do this?

Please keep in mind this variable will also be displayed on the 
customer's Receipt, but again, since it's random, it doesn't have to 
mean anything.