As explained in http://canonical.org/~kragen/setting-up-keyboard.html, your Compose key in X11 is controlled by (among other things) the file .XCompose in your home directory. This file gives you a large set of bindings for Unicode characters that are useful occasionally.

More contributions are welcome; there's a Git repository at http://github.org/kragen/xcompose. We're trying to come up with a broadly acceptable set of keybindings that won't interfere with the traditional Compose bindings, aren't too hard to type, and cover a wide set of characters that are useful to use occasionally, making them available without the need for specialized input methods.