I love all the little things people mentioned here.
I love the fact you can make little way points on your map that others in your party see.
one of my favorites though is the conversations the NPC's have. It makes the immersion of the game much more real, and makes me care about the NPC's. I think of them as citizens and not vendors that repeat the same lines that makes you want to smack them *cough* Ironforge bread lady *cough*
A lot of the conversations are so interesting too or funny like the one mentioned between the asura and charr.
I like the one I heard in The Grove between two female sylvari and their fascination with humans and their aging bodies, they comment on how beautiful they will be when they get old, and how old the human Queen is, saying "she's almost 30!" lol