This might sound a bit off, since Celestia is about space. But nevertheless, it would have been very useful if, when near a planetary surface, a compass needle showed up in a corner of the screen.
Often, i zip around less than a kilometer from the surface, trying to align the view to get a screenshot of a particular event in the sky. Knowing which way i was pointing would help immensely in locating what i am after (that close, everything is mostly hidden below the horizon until the moment i want to capture).
-rthorvald