(A) Customizable character(s) in games that don't traditionally have such a feature; fighters, RTSes, platformers, non RPG action games, for example.
Provided the feature is implemented with quality, of course.
I absolutely love having the option to insert myself or a conceptualized character of my own design into the game world. Doesn't have to be the main protagonist, of course. Even Soul Calibur's side stories for custom characters was very enjoyable due to this feature.
=======================================================================================
edit:
Writing the above, I realized there's one I enjoy even more: customizable stages/levels/challenges/whathaveyou. And by this I mean an in-depth level editor. Not just rearranging enemies and upgrades or whatever. Something like the Wc3 world editor but with a more accessible UI is ideal.
LittlebigPlanet(2) comes to mind as one of the better examples.
Though I loved SSB Brawl, my biggest disappointment with it stemmed from my desire for less constrained stage editor.