In space physics, it is extremely important to know where the measurements have been made. This is not as trivial a question as one might think, since it is not enough to know the location with respect to the Earth and/or the Sun in some arbitrary coordinate system. One may have to consider things like differences between the solar equatorial plane and the Earth's orbital plane, the changing direction of Earth's spin axis during the year, and the magnetic dipole orientation. Sometimes the reference of the coordinates may be something more exotic than planetary bodies: for example, magnetopause provides the possibility to use boundary normal coordinates. Especially when one has to make comparisons between measurements from different places in space and from ground, the coordinate transformation routines are valuable.
There are several geocentric coordinate systems in use, the most obvious and best known being the geographic system. Some of them are listed below with some heliocentric systems:
Geocentric systems 



Geocentric equatorial inertial 
GEI 
X=First point of Aries 
Geographic 
GEO 
X=Intersection of Greenwich meridian and geographic equator 
Geocentric solar ecliptic 
GSE 
X=EarthSun line 
Geocentric solar magnetospheric 
GSM 
X=EarthSun line 
Solar magnetic 
SM 
Y=Perpendicular to plane containing EarthSun line and dipole axis. Positive sense is opposite to Earth's orbital motion 
Geomagnetic 
MAG 
Y=Intersection between geographic equator and the geographic meridian 90 degrees east of the meridian containing the dipole axis 
Heliocentric systems 


Heliocentric Aries ecliptic 
HAE 
X=First point of Aries 
Heliocentric Earth ecliptic 
HEE 
X=SunEarth line 
Heliocentric Earth equatorial 
HEEQ 
X=Intersection between solar equator and solar central meridian as seen from Earth 
Also a system called Corrected GeoMagnetic (CGM) coordinates exists (see here for more details and online calculation service!). There exist also an Altitude Adjusted Corrected Geomagnetic coordinates (AACGGM) system and an Apex magnetic coordinate system (Richmond, 1995).
Boundary normal coordinates are defined relative to some natural boundary such as the magnetopause or the bow shock. They allow the data to be ordered in a way which is related to that boundary. Two of the axes lie in a plane tangential to the boundary, and one axis is normal to this boundary. For more information see, e.g., Kawano and Higuchi (1996).
A good description how to make transformations between the different coordinate systems can be found in a paper by Hapgood (1992). Similar routines are also included in the famous Tsyganenko magnetic field models.
References
 Hapgood, M. A., Space physics coordinate transformations: A user guide, Planetary and Space Science, 40, 711717, 1992.
 Kawano, H. and T. Higuchi, A generalization of the minimum variance analysis method,Ann. Geophysicae, 14, 10191024, 1996.
 Richmond, A. D., Ionospheric electrodynamics using magnetic apex coordinates,J. Geomag. Geoelectr., 47, 191, 1995.