As above, I always have it tuned to the airfield's NDB if it has one. It's great in case the !!!! hits the fan during the departure as you are (well, I am anyway) annoyingly likely to lose spatial awareness while handling the emergency. A quick look at the needle tells you which way is back to the deck.
Of course, if you have a spare RMI or HSI (i.e., one not being used for flying the SID) you could use that instead, slaved to a VOR or GPS.
Plus, you can't listen to the news on a GPS
