There are a lot of features on my car that I love...a lot I have still yet to discover as well...I really like the automatic windows. Just one touch of the switch and it goes down, on all 4 points, not just driver's side which is convenient when rolling up and down all the windows or for passengers as well. The sun/moon roof is automatic as well...I dig it.
My memory sport seats with the electric leg extensions and heaters are also nice. Then of course there is the auto-climate control,and the auto dimming mirrors which help a lot (in conjunction with my limo tint all around).
When I stick the car in reverse, the right mirror can be switched so that it tilts downward for checking curb proximity and parallel parking I assume...I don't know what I would do without my steering wheel controls either. The 6 disk changer and speed sensing volume is also a nice touch.
All the OBC functions are helpful and some other features that are pretty cool are the auto vent/rest features where you can set the car to have the vent turn on during the summer to have cool air circulate throughout the cabin for a set amount of time, or you can have warm air circulate during the winter after the car is turned off.
Oh, when the car is shut off the steering wheel moves all the way back up to allow for easy exit/entry which is kinda nice (though, when first learning how to drive a stick in my dad's manual 5er it was kind of annoying whenever I stalled).
The auto leveling xenon lgihts (with angel eyes! bling bling!) are also pretty cool. This a LSD and better cup holders...e39 cup holders blow!