I remember seeing the following question in an old STEP question:
using only a straight-edge and a set of (unmarked) coordinate axes, construct a square.
I'm sure I knew how to do it when I was preparing for STEP, but I don't remember now. I also can't find the STEP question, otherwise there would likely be a solution for it on The Student Room. I just remember it being pretty cool!
Update. So it seems that this problem is not solvable (and hence I misremembered the question). Having given it some further thought, I think I have remembered the question correctly now; I have reposted it at Draw a Square Without a Compass, Only a Straightedge -- Part Deux. (I thought it seemed too large a change to be ok as an edit, as all the comments and answers would no longer be relevant.)
How about joining $\left(1,0\right)$ to $\left(0,1\right)$ to $\left(-1,0\right)$ to $\left(0,-1\right)$ back to $\left(1,0\right)$ by straight lines?