Sometimes I use diagonal lines or black boxes:
\documentclass{article}
\usepackage{fp}
\usepackage{graphicx}
\newbox\MytempboxA
\newbox\MytempboxB
\newcommand\myTempA{}
\newcommand\myTempB{}
\newcommand\myTempC{}
\newcommand\myTempD{}
\begin{document}
\begin{table}%
\caption{Diagonal line approach}%
\[%
\setbox\MytempboxA\hbox{\mbox{abc}}%
\setbox\MytempboxB\hbox{\mbox{def}}%
\begin{array}{@{}|r|*{5}{c}|}
\hline
\multicolumn{1}{|l}{%
\edef\myTempA{%
\number\numexpr\dimexpr\wd\MytempboxA+2\arraycolsep\relax\relax
}%
\edef\myTempB{%
\number
\numexpr
\dimexpr\dp\csname @arstrutbox\endcsname+%
\ht\csname @arstrutbox\endcsname+%
\arrayrulewidth
\relax
\relax
}%
\FPpow\myTempC\myTempA{2}%
\FPpow\myTempD\myTempB{2}%
\FPadd\myTempC\myTempC\myTempD
\FProot\myTempC\myTempC{2}% length of diagonal line in sp
\FPdiv\myTempD\myTempB\myTempA
\FParctan\myTempD\myTempD% angle of diagonal line in rad
\smash{%
\kern-\arraycolsep
\rlap{%
\lower
\dimexpr
\dp\csname @arstrutbox\endcsname+\arrayrulewidth
\relax
\hbox{%
\rotatebox[units=-6.283185,origin=br]{\myTempD}{%
\rule{\myTempC sp}{\arrayrulewidth}%
}%
}%
}%
}%
}&\multicolumn{5}{c|}{\copy\MytempboxB}\\%
\cline{2-6}%
\copy\MytempboxA& 1 & 2 & 3 & 4 & 5\\%
\hline
1 & a & b & c & d & e\\%
2 & f & g & h & i & j\\%
3 & k & l & m & n & o\\%
\hline
\end{array}%
\]%
\end{table}
\begin{table}
\caption{Black box approach}%
\setbox\MytempboxA\hbox{\mbox{abc}}%
\setbox\MytempboxB\hbox{\mbox{def}}%
\[%
\begin{array}{@{}|r|*{5}{c}|}%
\hline
\multicolumn{1}{|l|}{%
\smash{%
\kern-\arraycolsep
\rlap{%
\rule[{-\dp\csname @arstrutbox\endcsname}]%
{\dimexpr\wd\MytempboxA+2\arraycolsep\relax}%
{%
\dimexpr
\dp\csname @arstrutbox\endcsname+%
\ht\csname @arstrutbox\endcsname
\relax
}%
}%
}%
}&\multicolumn{5}{c|}{\copy\MytempboxB}\\
\hline
\copy\MytempboxA& 1 & 2 & 3 & 4 & 5\\%
\hline
1 & a & b & c & d & e\\%
2 & f & g & h & i & j\\%
3 & k & l & m & n & o\\%
\hline
\end{array}%
\]%
\end{table}
\begin{table}%
\caption{Tangram puzzle approach}%
\[%
\setbox\MytempboxA\hbox{\mbox{abc}}%
\setbox\MytempboxB\hbox{\mbox{def}}%
\begin{array}{@{}|r|*{5}{c}|}
\hline
\multicolumn{1}{|l}{%
\edef\myTempA{%
\number\numexpr\dimexpr\wd\MytempboxA+2\arraycolsep\relax\relax
}%
\edef\myTempB{%
\number
\numexpr
\dimexpr\dp\csname @arstrutbox\endcsname+%
\ht\csname @arstrutbox\endcsname+%
\arrayrulewidth
\relax
\relax
}%
\FPpow\myTempC\myTempA{2}%
\FPpow\myTempD\myTempB{2}%
\FPadd\myTempC\myTempC\myTempD
\FProot\myTempC\myTempC{2}% length of diagonal line in sp
\FPdiv\myTempD\myTempB\myTempA
\FParctan\myTempD\myTempD% angle of diagonal line in rad
\smash{%
\kern-\arraycolsep
\rlap{%
\lower
\dimexpr
\dp\csname @arstrutbox\endcsname+\arrayrulewidth
\relax
\hbox{%
\rotatebox[units=-6.283185,origin=br]{\myTempD}{%
\rule{\myTempC sp}{\arrayrulewidth}%
}%
}%
}%
}%
}&\multicolumn{5}{c|}{\copy\MytempboxB}\\%
\copy\MytempboxA& 1 & 2 & 3 & 4 & 5\\%
\cline{2-6}%
1 & a & b & c & d & e\\%
2 & f & g & h & i & j\\%
3 & k & l & m & n & o\\%
\hline
\end{array}%
\]%
\end{table}
\begin{table}
\caption{squares approach}%
\setbox\MytempboxA\hbox{\mbox{abc}}%
\setbox\MytempboxB\hbox{\mbox{def}}%
\[%
\begin{array}{@{}|r|*{5}{c}|}%
\hline
\multicolumn{1}{|l|}{}&\multicolumn{5}{c|}{\copy\MytempboxB}\\
\copy\MytempboxA& 1 & 2 & 3 & 4 & 5\\%
\cline{2-6}%
1 & a & b & c & d & e\\%
2 & f & g & h & i & j\\%
3 & k & l & m & n & o\\%
\hline
\end{array}%
\]%
\end{table}
\end{document}




And sometimes I use something like angle arrows:
\documentclass{article}
\usepackage{tikz}
\newbox\MytempboxA
\newbox\MytempboxB
\newbox\MytempboxC
\newcommand\Upbox[1]{%
\lower\dimexpr-\ht\MytempboxA+\ht\MytempboxB\relax\hbox{#1}%
%#1%
}%
\newcommand\leftbox[1]{%
\hbox to\wd\MytempboxC{\hss#1\hss}\hbox to\wd\MytempboxB{\hfill}%
}%
\begin{document}
\begin{table}%
\caption{Angle arrow.}%
\setbox\MytempboxB=\hbox{\mbox{def}}%
\setbox\MytempboxC=\hbox{\mbox{abc}}%
\setbox\MytempboxA=\hbox{\lower\dp\MytempboxC\vbox{%
\hbox{%
\begin{tikzpicture}[x=.25cm, y=.25cm, inner sep=0pt]
\draw[->,thin] (0,0) -- (1,0) node[right]{\copy\MytempboxB};
\draw[->,thin] (0,0) -- (0,-1) node[below]{\copy\MytempboxC};
\end{tikzpicture}%
}%
}}%
\[%
\begin{array}{c|ccccc}%
\copy\MytempboxA&\Upbox{1}&\Upbox{2}&\Upbox{3}&\Upbox{4}&\Upbox{5}\\%
\hline
\leftbox{1}& a & b & c & d & e\\%
\leftbox{2} & f & g & h & i & j\\%
\leftbox{3} & k & l & m & n & o\\%
\end{array}%
\]
\end{table}
\begin{table}
\caption{Another angle arrow.}%
\setbox\MytempboxB=\hbox{\mbox{def}}%
\setbox\MytempboxC=\hbox{\mbox{abc}}%
\[%
\begin{array}{c@{}c|ccccc}%
\smash{%
\hbox{%
\kern.5\wd\MytempboxC
\lower.75\ht\MytempboxB
\hbox{%
\begin{tikzpicture}[x=.25cm, y=.25cm, inner sep=0pt]
\draw[->,thin] (0,0) -- (1,0) node[right]{};
\draw[->,thin] (0,0) -- (0,-1) node[below]{};
\end{tikzpicture}%
}%
}%
}&\copy\MytempboxB&1&2&3&4&5\\%
\copy\MytempboxC&&\\%
\hline
1&& a & b & c & d & e\\%
2&& f & g & h & i & j\\%
3&& k & l & m & n & o\\%
\end{array}%
\]%
\end{table}
\end{document}


You can also create the look and feel of coordinate system axes with horizontal and vertical lines of an array:
\documentclass{article}
\usepackage{tikz}
\newbox\MytempboxA
\newbox\MytempboxB
\newbox\MytempboxC
\begin{document}
\begin{table}%
\caption{Coordinate axes approach.}%
\setbox\MytempboxC=\hbox{\mbox{abc}}%
\setbox\MytempboxB=\hbox{\mbox{def}}%
\setbox\MytempboxA\hbox{%
\lower\arrayrulewidth\hbox{%
\begin{tikzpicture}[x=.25cm, y=.05cm, inner sep=0pt]%
\draw[->,line width=\arrayrulewidth] (0,1) -- (1,1) node[right]{};
\end{tikzpicture}%
}%
}%
\[%
\begin{array}{c|cccccl}%
&1&2&3&4&5&\\%
\cline{1-6}%
1& a & b & c & d & e&%
\kern\dimexpr-\arraycolsep-.5\arrayrulewidth\relax\null
\smash{%
\lower\dimexpr-\ht\csname @arstrutbox\endcsname+.75\arrayrulewidth+0pt\relax\copy\MytempboxA
\lower\dimexpr-\ht\csname @arstrutbox\endcsname+0.5ex+.75\arrayrulewidth\relax\copy\MytempboxB
}%
\\%
2 & f & g & h & i & j&\\%
3 & k & l & m & n & o&\\%
\multicolumn{1}{r}{}&%
\multicolumn{6}{l}{%
\kern\dimexpr-.5\wd\MytempboxC-\arraycolsep\relax\null
\vbox{%
\kern\dimexpr-.5\arrayrulewidth\relax\hbox{%
\begin{tikzpicture}[x=.25cm, y=.075cm, inner sep=0pt]%
\draw[->,line width=\arrayrulewidth] (0,1) -- (0,-1) node[below]{\copy\MytempboxC};
\end{tikzpicture}%
}%
}%
}%
\\%
\end{array}%
\]
\end{table}
\end{document}
