Yes, save the juice. I like to pack the jar with fresh cucumber slices, letting them marinate in the pickle juice (refrigerated) for a day or so -- these wont keep like regular pickles, but they have a good fresh, dilly taste that's tasty in salads, etc.
For those of us who eat tofu, I often marinate tofu chunks in leftover pickle juice, packing them in the pickle jar (again, refrigerated) for a day or so also. These are then good in recipes, salads, snacking, etc....
Lastly, I posted in my savings journal a few months ago a link for a 'Dill Bread' I found on the internet, that calls for a whole cup (!) of pickle juice:
http://www.breadmachinedigest.com/re...ye_bread.tx t