I'll keep myself to just one request, but it's not a small one. It's replays; they're basically server demos on demand. They're really great for learning the game and what not. Whenever you don't know how somebody just pulled that trick onto you, you can save a replay and watch it over and over again from any perspective and learn it yourself. They're also great for cornering cheaters and showing off your leet skillz0rs.
They do however require setting up an FTP server and some tinkering with permissions and configuration.