An electromagnetic sense could be so much richer than a compass direction. Wonderful to sense the actions of machines and electrical systems around us, and have a boost to navigation. Furthermore ideally I think we'd need to upgrade our internal systems to have a better intuitive understanding of frequency-domain phenomena at high (megahertz) frequencies.
Ionising radiation is scary partly because you just can't sense it. Internal scintillation crystals + additional optical tissue based on our current design = a whole new sense. Obviously with a little redundancy and care of placement you could get alpha, beta, gamma and an energy spectrum. Useful for spacefarers, perhaps.
Interfaces to technological devices would be nice to have. Perhaps you wouldn't call it a sense but in a way it's so much more. Wouldn't want to be stuck with an obsolete protocol in my brain implant chip, though - the format wars would be intense.