There are and could be many segments if you go deeper into Google analytics. It depends how minutely you want to explore the potential. So far as useful custom advanced segments are concerned, each of the major categories comprises useful segmentation possibility. For example, if you would want to explore organic data, some useful segments would be - long tail queries, question keywords, insight on not provided data (Which page do they actually visit and what they do) etc.
When it comes to social Media, the pick hour segments are very important.
When it comes to understanding leads, segments for users who perform internal site search, registration, login and eventually purchase are significant.
Creating segments is an easy task and you can create multiple. But planning segments for the key insights is very important. So try to focus on three categories i.e. organic, social and leads. You can find many custom segments in Analytics Solutions Gallery.
Recently I have also written an article regarding useful custom advanced analytics segments. It helps you understand how you can focus around certain topic at a time.