The coolest feature must be the userfriendliness on the latest flavors of linux. Everything seems to be so much easier than it was before. And people are willing to give linux a shot, just because of it.
Compiz might be a cool feature and perfect show off to windoze Vista fanboys. (JOKE)
Back to the topic(we don´t wan´t to start flame thread, now do we?)
My first stumbling into the Linux world was when one had to install it textbased. Puuuh! For each new distribution/version it's more userfriendly to install and upgrade.
Hardware recognition is far better in Linux than in Windows - that's cool! Install time and updating leave Windows miles behind - that's also cool! Ubuntu states that's it is free and will always be free - that's also cool! OpenSuSE offers 1500+ programs to choose between - that's also cool! More and more big software companies supports Linux - that's also cool! Compiz and all its desktop goodies is absolutely cool!!!