1) A physical QWERTY. Maybe I havent used an iPhone enough, but I always have the hardest time typing on its touchscreen.
2) Wifi. I have the hardest time finding good phones from providers because not many of them have wifi. Sometimes its just easier to use wifi inside a building when theres no reception, and it used to be a godsend when I didn thave unlimited data.
3)mini-USB port. My brother had a Blackjack, and he didnt have the freedom to charge the phone from anywhere. I have an HTC so when I need to charge in school, I just whip out a regular USB/miniUSB cable. Also, I can just use it to store files. All HTC phones are like this, and its my favorite feature.