I am biased, but I think just about everything goes with eucalyptus.
Citrus scents go especially nicely (if you can get lemon scented gum, that goes well - lemon scents are nice with eucalyptus).
Other medicinal type smells can blend in interesting ways, like tea-tree (I'm not fond of tea-tree, but a lot of people are).
My favourite blends are usually eucalyptus and hard herbs (like lavender or rosemary), or with wood blends (like cedarwood, sandalwood and patchouli).
It will go with mints as well - eucalyptus and peppermint is especially zingy!