It might sound strange but one of the most useful features I've seen on a hand held GPS is the display of sun and moon position icons on the compass.  When you're moving slowly, a lot of GPSes won't show heading correctly.  With sun and moon icons on the compass you can rapidly rotate the GPS to match the compass any time you can see the sun or moon.  Very handy, especially when geocaching or hiking under cover of trees or in valleys where there aren't any good reference points visible.