Mats Wilander has coached both men and women. Pat Cash and John McEnroe had brief coaching stints.
Petr Korda proved an excellent coach to Stepanek.
The only recently retired player I can think of that might be a really good coach is Agassi. His technical knowledge and strategic brilliance could be very helpful to someone on the verge of making a breakthrough. He also appears to have the rare ability to communicate and relate to anyone, something that not a lot of great players have.