Jukka has mentioned a feature (a page for more advanced searching) that I was not aware of. Are there other less-known features that you have found useful?
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.
4$\begingroup$ I've found timeline view really useful to summarise recent activity. This saves a lot of time when there are many long comment threads and answers for a question. $\endgroup$ Nov 1, 2010 at 11:27
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. :)
1$\begingroup$ This is a cool feature! $\endgroup$ Dec 3, 2010 at 4:10
3$\begingroup$ neat feature. might be useful if people start posting puzzle solutions. $\endgroup$ Dec 3, 2010 at 8:08
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).
1$\begingroup$ This answer proves that you are a SO addict, actually a better one. ;) $\endgroup$ Nov 5, 2010 at 3:51
$\begingroup$ @Kaveh: I clarified the answer a little in response to your comment. :) $\endgroup$ Nov 5, 2010 at 11:37
Markup for tags. They automatically link to the list of tagged questions. This is sometimes useful on Meta and in tag wikis. Examples:
[tag:graph-theory]→ graph-theory (points to a tag on parent)
[meta-tag:scope]→ scope (points to a tag on Meta; only available on Meta)
[tag:this-tag-does-not-exist]→ this-tag-does-not-exist (also works for a nonexistent tag)
3$\begingroup$ Doesn't seem to work in comments: graph-theory $\endgroup$ Nov 20, 2010 at 21:16
$\begingroup$ @Jukka: Too bad. :( $\endgroup$ Nov 20, 2010 at 21:20
Meta Stack Overflow has a similar thread: Hidden features of Stack Overflow? by JosephStyons. In particular, I like the following:
In the right sidebar, the date below "Latest Activity" is a link that takes you directly to the latest addition/change.
$\begingroup$ good finding! I have been hoping for this feature for a long time... $\endgroup$ Jan 27, 2011 at 9:31
2$\begingroup$ To supplement this answer, clicking the last-modified date/time of each question in a list of questions has the same functionality. $\endgroup$ Jan 27, 2011 at 9:35
Shows answers by new users. There is also a button under answers with negative or zero votes named "flag for removal".
$\begingroup$ How dumb of me! I've just found this feature and wanted to report it here. Thanks Kaveh for finding it early :) $\endgroup$ Jan 19, 2011 at 9:16
I just noticed that there are a few short cuts for linking on the main site (particularly useful when commenting).
for Math.SE you can type
[Math.SE]and it turns into Mathematics.
for FAQ you can simply write
[FAQ]and it turns into FAQ.
$\begingroup$ Wow. This will be useful. How did you find it? $\endgroup$ Nov 12, 2011 at 18:15
2$\begingroup$ @Tsuyoshi, posted a comment with a link to Mathematics where I forgot to put the url part. (ps: it seems that the trick also works for commenting on meta). $\endgroup$ Nov 12, 2011 at 18:17
The site's privileges page.
It show the reputation required for performing various task.
2$\begingroup$ Yes, this is sometimes useful. Also note that the number showing your reputation points (in the bar at the top of every page) is a link to it. $\endgroup$ Nov 8, 2010 at 1:42
1$\begingroup$ I didn't know that it is a link! :) $\endgroup$ Nov 8, 2010 at 2:00
User League ranks users based on reputation gained during last year, quarter, month, week.
2$\begingroup$ The page also has a table for the number of users in each reputation range. $\endgroup$ Nov 9, 2010 at 2:34
data.stackexchange.com can be used to extract and query various types of information about the sites (posts, users, ...). Some popular queries can be found here.
1$\begingroup$ The data dump is out! $\endgroup$ Jan 10, 2011 at 9:59
I have recently found the filters to be a useful feature of stackexchange for following several sites.
For example, here is a filter I use.