As I recently heard about SQL Aliasing I tried to figure out how it all works. There is a nice post by Thomas Vochten on the subject on how to set it up :
Things to take into account :
SQL Aliasing is NOT configured on the SQL Server, it is configured on every server of your SharePoint Farm.
If you want to add servers to an already existing farm and you can’t find any documentation on the aliases, just go to one of the servers in the farm and run cliconfg.exe.
The advantage of this approach is that if you ever want to move your SharePoint databases to a new SQL Server all you need to do is change the SQL Alias.