In dimension 2 it's easy:
Graphics[Circle[], Axes -> True, AxesStyle -> Arrowheads[.1]]
In dimension 3 the box can be deleted with Boxed->False and perhaps Axes->False too. To get the arrows one roundabout way is this:
pl = Graphics3D[{Opacity[.1], Sphere[]}];
{{xmin, xmax}, {ymin, ymax}, {zmin, zmax}} =
PlotRange /. AbsoluteOptions[pl, PlotRange];
Show[pl, Graphics3D[{Arrow[{{xmin, 0, 0}, {xmax, 0, 0}}],
Arrow[{{0, ymin, 0}, {0, ymax, 0}}],
Arrow[{{0, 0, zmin}, {0, 0, zmax}}]}], Boxed -> False]
It can be automated, if necessary. Anyone knows a more elegant solution?
