ENH: Improve the SGE job names

When submitting jobs to the SGE cluster, it is useful
for the jobs to use their nodes names in the reporting
from qstat.  This makes it easier to debug or identify
potential problems with the cluster job submissions.
String concatenation this way is very slow, I can't tell if this is meant to scale to handle thousands of jobs as in your recent mailing list post, but if so it would be a lot faster to make a list of job names and then do `' '.join(job_names)`.