Some things that I like:

Headphone jack in the controller
Being able to "plug and play" downloaded games instead of downloading them and going to bed, hoping your connection doesn't skip while you're sleeping.
Suggested games feature.
Pause button that retains your place in the game even when it is powered off.
Updating the software even then it is powered off
Auto-recording. You'll never miss anything again. :3
Try before you buy, downloaded games.