As of SolidWorks 2010 the heads up toolbar can be completely customised to locate any tool that you wish to place on it. I have recently seen a couple of additions that I thought were very useful.
The selection filter is also good to have on there… quick access to selection of certain types of entities without having to bring up the toolbar every time.
Creating planes and curves is always a common task… having these fly outs on the heads up bar means you don't have to go back to the features tab all the time, it also helps keep the “S” key shortcut bar cleaner.
Just right click on the heads up bar and choose “customize”. Pick the “commands” tab and simply drag and drop the commands onto the toolbar.