Superstars extend Gmail's starring feature by adding different types of stars for flagging messages. For example, you could use the red exclamation mark to flag very important messages and the orange quotes to highlight the messages that need a reply. The feature is not obtrusive since you can trigger it by repeatedly clicking a Gmail star. You can go to Gmail's settings page to customize the list of stars.
Nested labels have improved a lot since Google added this feature to Gmail Labs. You can add sub-labels from the menu, quickly rename or delete sub-labels, pick a sub-label from a hierarchical list when you create a filter. Nested labels are still a hack and there are many issues that need to be addressed so that users no longer notice the implementation details. For example, messages that use nested labels don't inherit the parent label.
Advanced IMAP controls are only useful if you want to customize Gmail's IMAP features when using mail clients like Outlook or Thunderbird. You can disable auto-expunge and ask Gmail to wait until the client updates the server, delete messages instead of archiving them when you mark a message as deleted and limit the number of messages from a folder.
{ Thanks, Arend and Robert Karz. }