I will be very happy when I have this feature in my router:
-mtr – my traceroute – very useful tool to testing connection. 
-urpf - Unicast Reverse Path Forwarding
-Two configs like in cisco – startup config and running-config.
-GRE tunneling
Jakub
You can have multiple saved configs – see /system backup save/load. There is also something called Safe-Mode (enabled with ctrl-X) which is much more useful IMHO than the startup/running configs of Cisco
There is GRE tunneling with the EOIP interface type. It’s not compatible with Cisco’s GRE tunneling, but then it’s easier IMHO to rip out the Cisco equipment and replace it with RouterOS.