File formats: DSLRs support raw file formats, which are un-processed files. Raw files offer the most editing flexibility when you open the photo in an image-editing program. However, if the camera is still relatively new, keep in mind that you may need to wait for editing programs from third-parties, such as Adobe and Apple, to support the camera's raw format. DSLRs also support the JPEG format, which all image editors can read, no matter what type of camera takes the image. JPEG uses compression to create smaller file sizes that won't take up as much storage space as raw files, but do not have as good image quality.
For more on when to shoot raw, see this article.
Continuous shooting mode: If you take photos of sporting events, kids, or any other fast, unpredictable subject, a continuous-shooting (or burst) mode will make a huge difference in your photography. This mode lets you hold down the shutter button to shoot multiple photos in rapid succession. The number of pictures you can record in one burst is determined by your camera's electronics--and in some cases by the type of memory card you have. You may need a more high-speed memory card to take advantage of your camera's fastest shooting rate. If so, be sure to factor that cost into your decision. To be effective, a continuous shooting mode should capture images at least 3 fps (frames per second) or faster at the camera's highest resolution.
Face Detection: With this mode turned on, your camera locates the people in a shot and then fine-tunes the focus and exposure for those faces. While this may sound like a superficial gimmick, we've found that it works surprisingly well--greatly increasing your chances of getting good shots at a wedding or family reunion. Typically, this option is in the camera's autofocusing (AF) menu. Face detection is particularly handy for candid shots, where you're working quickly and are thus more vulnerable to misfocused shots. It's also a boon for flash photography. With face detection turned on, the flash doesn't try to illuminate the whole room, just the people within range--cutting down on the nuclear blast effect.
Video: Many DLSRs now offer video recording features--often at HD resolution. You'll have to make some usability compromises that you wouldn't have to make if you used a camcorder but the video quality is often worth it. And because you can take advantage of a variety of lenses, including fish-eye lenses, you can achieve interesting video effects with an SLR. Remember that video requires a lot of storage space, so plan accordingly.