I was thinking that it would be fun if you could use an artifact to gain a special power. The same rules would apply, except you could "break" your artifact to gain it's special ability. All 5 would have something different. I came up with a few that seem interesting but not game breaking.
I like this idea.
Escape death: After a disaster occurs which stops the campaign, you get to leave with your booty.
Or maybe just a single die roll's worth (d6,d8,d10?). The artifact itself is worth 5 or 10 so not to unbalance things, the prize you get for using it should not be too excessive. You already have the added advantage of probably going a few extra steps and scoring more than you might have otherwise, so to it make only marginally when disaster does strike seems to maintain that balance.
Clairvoyance: Before choosing to proceed to hand back, look at the top 2 cards of the exploration deck.
Using this a limited number of times I would think, for the sake of balance.