As for features built into Firefox... I think the most useful are:
-Tabbed Browsing
-"View Image" and other "location" links to quickly copy things to the clipboard. IE never had these things, and you had to open the dumb Properties window all the time.
-The quick search thing in the actual address bar. I use this all the time, and love how it gets Google's 1st/Best result. I usually type in movie titles in there, like "The Simpsons imdb" to see information on IMDB.
-The bookmark toolbar, and how you can sort them into sub-menus. I never use my bookmark menu at the top.
As for features I had to install with extensions, I use:
-Tabmix Plus (great for giving more power to tabs and how you use them)
-Adblock Plus
-Dictionary.com search field
-Pearl Crescent Page Saver (to take screenshots of things in my browser -- best part is, it can take a full screenshot of sites that are even larger than your screen, and comes out as one big picture)
-DownThemAll (for crazy downloading of files in directories
(kind of like wget))
-Web Developer Tools. Its a real handy tool that can hide/show as a 3rd toolbar with a little toggle button. I mostly use the Ruler function to measure sites, and the live CSS tool to change sites I am designing.
That's about it.