So I found this to be pretty useful, I used it to help visualise the direction of the wind I was pumping in to another variable, but it could be used for countless other things, just select the two objects you want to draw a curve between and run this MEL script.

{
string $sel[] = `ls -sl -tr`;
string $locA = $sel[0];
string $locB = $sel[1];
string $crv = `curve -d 1 -p 0 0 0 -p 0 0 0`;
connectAttr -f ($locA+".t") ($crv+".cv[0]");
connectAttr -f ($locB+".t") ($crv+".cv[1]");
}

Laters!