My main favorite features are quick reply, the SMS relay part of continuity, the favorites in the multitasking, and iCloud drive.
I never thought I would want a feature like quick reply, but it works great when I need to respond to something on the fly.
SMS relay is one of the best features for the Mac. Now I don't have to have my phone next to me to get phone calls or texts while I am on my Mac.
The favorites in multitasking reminds me of iOS 2 and 3 when you could have the option to double tap the home button and go to the phone favorites. It is great to quickly make a call or a text, without having to leave your app. Though I think it is annoying and quite clutter some to have your recents there too. So I turned them off and kept my favorites.
Finally, iCloud drive looks to take iCloud to what it should have been regarding some aspects of it. It is keeping it's sync everything approach for contacts, mail, calendars, etc., but files are now widely accessible and up to date on all the devices you may use, like OneDrive or Drop Box. I haven't tested this feature yet in the course of having to roll back to iOS 7 and or Mavericks, but I will definitely be using it once the GM drops.