I find that the pins on the ICSP header (on the right) are useful for grabbing an extra +5/Gnd combination if I need to power other devices (or for hooking up a multimeter or logic analyzer).
Below is a modified photo of the Uno Rev3 board, with annotations about the extra meanings of some pins (not printed on the board):Earlier boards are similar except that they don't have the ICSP header for programming the USB interface chip, and the extra SDA/SCL sockets for use with I2C.
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