I find it weird that there's a way to draw rectangles, circles, and especially arrows, but not simple lines. It should be possible to draw straight lines with such a tool, which I envision working pretty much like the arrow tool, but without the tip :)
And in fact, it should be possible to convert a line into an arrow with one or two ends (the alternative would be to have three tools: a line, an arrow, and a double-headed arrow...)