The center of the Milky Way hosts a massive black hole. The observational evidence for its existence is overwhelming. The compact radio source Sgr A* has been associated with a black hole since its discovery. In the last decade, high-resolution, near-infrared measurements of individual stellar orbits in the innermost region of the Galactic Center have shown that at the position of Sgr A* a highly concentrated mass of 4 x 10^6 M_sun is located. Assuming that general relativity is correct, the conclusion that Sgr A* is a massive black hole is inevitable. Without doubt this is the most important application of stellar orbits in the Galactic Center. Here, we discuss the possibilities going beyond the mass measurement offered by monitoring these orbits. They are an extremely useful tool for many scientific questions, such as a geometric distance estimate to the Galactic Center or the puzzle, how these stars reached their current orbits. Future improvements in the instrumentation will open up the route to testing relativistic effects in the gravitational potential of the black hole, allowing to take full advantage of this unique laboratory for celestial mechanics.
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