Here's a few that's made it into Firefox 4:
Combined Go/Stop/Refresh - These three buttons are now combined together into a single button that changes function depending on situation. You might've noticed a few missing buttons on your toolbar since Beta 7.
|URL shown in Awesome Bar|
There's also the easily forgotten Switch-to-Tab feature that lets you switch over to an existing tab when you type a page title or address and there's already a tab loaded with that page.
|New page load animation|
Page load animation - Remember that spinning animation whenever you (re)load a page? It's gotten a facelift in Firefox 4 and is much better than the previous one.
These are just some small improvements to Firefox 4 that's there but most might never even notice or mention. I'm sure there's more I've managed to miss out on. As always the big changes like JägerMonkey, Panorama, Firefox Button, multitouch support, hardware acceleration support, improvements to HTML5 support, and many more are the ones that get the limelight.