Where you're going next. You don't have to share information about where you're going next, but if you feel comfortable doing so, you certainly can.Work associates who feel that you have valued them are far more likely to keep in touch with you-thus becoming long-term connections that can be valuable both for personal and professional reasons.
Even if you weren't happy at your job or with every single person you worked with, it's polite to express your thanks and appreciation to co-workers.