Heimdall is the watcher over Bifrost, and he carries a mighty horn that he sounds when anyone approaches Asgard from the bridge. Friendly bashers hear only a sweet, low sound, but Heimdall greets enemies with a louder blast. It's said that he'll break his horn with the blowing come Ragnarok.
Heimdall's one of the few powers of the Aesir with a realm outside the walls of Asgard: the shining city of Himinborg. The burg sits near the gates of Bifrost, and every sod who takes the Rainbow Bridge to Asgard must pass through Himinborg. Outside the city, the Doksmid clan of dwarves try to sell smith-forged wares to passersby. Within the town, watchtowers rise high above the land, manned by einheriar who seek to emulate their patron's flawless attention to duty. 'Course, the einheriar are the first defence for any invasion, and that tends to make the residents of the city more than a little nervous. They're peery of strangers, and watch a newcomer carefully until he's proven himself.
Heimdall and Loki have a burning hatred for each other. Here's the bark of it: Heimdall holds the trickster in complete contempt, and Loki can't stand the watcher's self-righteous nature. But most of the other powers find Heimdall witty and charming.
When called away from Himinborg, or when he needs trustworthy bloods for urgent business, Heimdall summons his two proxies Olaf and Sven Trollslayer. Olaf has the ability to see in all directions at once, and Sven's hearing is so incredible that he's aware when a spider skitters across the ceiling of a cottage clear across Asgard.