I love love love my needle down or needle up when I stop. Also always use my 1/4" foot, walking foot. I have separate bobbin winder motor so can wind bobbins w/o unthreading my machine. Personally I don't see a need for one of those separate bobbin winder thingies. I have a Bernina 630. Expensive little bugger, but there are quite a few more expensive machines out there. I wish I had a thread cutter that would engage when wanted to cut those pesky threads while quilting.
I also love the fact that I can make my stitches any width or length by small increments. I can slow down the speed of my machine, great for when I was teaching someone to sew on it and they shouldn't go so fast.
There are many other things that I love ( I also have the embroidery unit on it but havn't figured out the software yet) Just can't think of them all right now.