Showing arrowheads in line end using QGIS?

QGIS 2.16. version has the option to make the arrows, like this.

For 2.16 and up
See @nagib 's answer.

Before 2.16
As pointed out by @underdark, you have to use a marker for the end line with a rotation of 90° if you use a triangle. For the start line you need to add another marker, this one rotated 270°:

If you do not want your arrows to point further than the end of the line, you can add an offset.

You could use the Arrows plugin which produces arrows like this: