One of the challenges of today's digital age is that you can read your camera's instruction manual six times from cover-to-cover and still not understand how your camera really operates. In some cases its because the manual may tell you how to do something but says little about why you might want to do it or when. In other cases its because certain features aren't fully documented. You have to actually use the camera, try things out, and take careful notice of what it does and doesn't do.
Here's an example from the Canon EOS 10D, 20D, 30D, 40D series cameras: Whatever you set the camera to in Manual mode will stay that way, even if you switch exposure modes. Set the camera to 1/125 at f/16 in M mode and even if you switch to AV, when you later switch back to M, the camera will still be set to 1/125 at f/16. This fact isn't mentioned in the instruction manual, however; I had to discover it on my own.
"So what?" you ask. Well, suppose you were shooting outdoors on a bright sunny day. You could set your camera for the correct exposure in M mode and know that every object lit by direct sunlight would be correctly exposed, even if some of it was in deep shadow. If you went indoors, you could switch to one of the auto modes. When you went back outside you could switch back to M mode and as long as the sun was still shining brightly, you wouldn't have to reset the exposure. (This assumes you didn't also change the ISO, of course.)
I have no idea whether other DSLRs work this way. The point is that unless you take the trouble to develop an intimate knowledge of how your camera operates and how to put these features to good use, then you're really only getting a fraction of its full value. So, what cool but poorly documented features have you discovered about your camera? If you care to share, be sure to mention the camera as well as the feature. I'm sure I'm not the only one who'd love to know how to expand my horizons.