It would be a nice option if you could render the 3D preview on top of a grid, labeled say in cm or inches. This would give you better perspective on the scale of the model. For extra bonus points, you could include an everyday object rendered behind the model, like a pencil or a AA battery.
Yeah well I agree that the 3D viewer should have more options. That scale could be added with a button for example. And this viewer could also show 3D Red/Cyan Anaglyph.
Another idea would be to have the option to tell Shapeways which app the model was exported from when auto-generating the preview? As I export from ZBrush, I have to reorient my model and axes before export, whereas perhaps just clicking "ZBrush" as my export tool would default to generating the preview around ZBrush's default Z axis? Custom apps could have custom settings... (Solidworks, Maya, etc) Just a suggestion.
This would probably become a huge list to select from - a simpler solution might be for shapeways to just add the information which axis is considered "up" to the "Uploading 3D files" hints box on the upload page.