Fun with USB flash drives
One of the neat demos Microsoft gave was how easy it is in Windows Vista to share a network connection. If you have a net connection, you can plug in a USB key and you can turn it into a quasi-wireless share device. Then hand it over to other people and once they plug in that USB key, the auto-run on it will set up the network connection automatically.
You could imagine how easy that would make getting a LAN game going or something. You could share connections under XP, but it was a lot more tedious. This, by contrast, was incredibly easy.