One student of mine who was struggling with PFLs devised a system whereby, whilst slowing the aircraft down, he would set his heading bug to the wind direction as he remembered it from the take-off. He then used this to help him plan his arrival into his selected field. It's not something which I'd normally use a heading bug for, but I couldn't think of a good reason why he shouldn't do this.
Also, the question specifically asked about the HSI, but if you're not lucky enough to have all that equipment and you're navigating using an RBI, I find it more intuitive to have the heading bug set to the track, rather than the heading, for NDB tracking, because you can then visually cross-check the heading bug against the head or the tail of the needle. (Only works if you're not flying on the auto-pilot, of course, and it's not necessary if you've got an RMI.)
FFF
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