The coolest one is direction - compass. If you go into activity settings/data screen settings and start customizing, you can find the option to add direction in the menus. I won't waste my time trying to describe exactly how to do it, but its there.
And even better, it seems to be accurate, as I was standing facing where the sun rises over my fence.
Speaking of sunrise, another neat feature is sunset/sunrise. Could definitely be helpful in an overnight/late afternoon running situation.
Enjoy those 8:37 sunsets while they last.
Edit: I was not wrong. This feature wasn't in the watch from the initial release. From digging around on dcrainmaker: