One of the coolest features has got to be the fact that you can reply to messages from within the notification window that pops up. I mean really, that is pure genius right there. No more having to switch back to the chat window just to send a quick reply! What a huge time saver.
Its also been difficult for me to find a good application or messenger that can support checking multiple email accounts, and also provide decent notifications when the new mail arrives. Thats one of the reasons Ive really grown keen to Digsby.