To a certain extent any new feature, because we don't trust Microsoft to not pull the rug out from under us.

You mentioned "DTS lead to SSIS"

More like Microsoft threw DTS under the bus and brought out SSIS.

I think the most under appreciated feature was the ability to create system functions.

Clearly it was under appreciated since they yanked it.

It was really nice having a business rule in one place that could be called from any database without a three part name. A bonus was being able to create and test a new version in a test database and then updating the system version.

Microsoft's arrogance and hubris in deciding what they think is best for us (don't get me started on Office 2007) and their total lack of commitment to backwards compatibility leads many of us to not trust them.