Stack Exchange has an experimental feature called timeline view (example). It is useful when you want to know when a post was made, an answer was accepted, and so on (but be careful because it does not always show the complete history). See my answer to another question for more details and a link to a user script which makes the timeline view easier to use.
We have chat ! Specifically, http://chat.stackexchange.com/rooms/47/theoretical-computer-science takes you to a chat area for cstheory.
Hover the mouse on the following quote and
you will see a spoiler text.
See Meta Stack Overflow for more information. Not that I think that this is useful on cstheory.stackexchange.com. :)
This is not a less-known feature but a less-known practice. I hope that this belongs here anyway.
Changes of features and policies on Stack Overflow are listed in a thread on Meta Stack Overflow. Note that not everything on the list applies to cstheory.stackexchange.com or meta.cstheory.stackexchange.com. A Stack Exchange addict (unlike me) who is using a feed reader might want to subscribe to the feed for that thread to become a better Stack Exchange addict (unlike me).
Markup for tags. They automatically link to the list of tagged questions. This is sometimes useful on Meta and in tag wikis. Examples:
In the right sidebar, the date below "Latest Activity" is a link that takes you directly to the latest addition/change.
Shows answers by new users. There is also a button under answers with negative or zero votes named "flag for removal".
The site's privileges page.
It show the reputation required for performing various task.