I thought Covenants were an underappreciated feature.
Unlike class order halls where you could be stuck with a bad order hall/organization you didn't like (Sunwalker Tauren stuck inside a Church, or meh class order halls like the Warrior or Rogue), you could instead pick whichever one you felt was the most appropriate/you liked the most.
I quite liked the view from the Elysian Hold. Nice colors and architecture and view of the floating tethers of anima you restored, and you could mount up while there. Also had nice music.
Night Fae had the cool signature ability, Soulshape. Not only a cool shapeshift any class can use, but practically it was very nice for classes with low mobility like Death Knight and Warlock. Too bad the toy is on a 5 minute cooldown. I'd love to be able to macro it into my movement abilities and turn into a tiger whenever I use Death's Advance to run across a raid arena.
Night Fae had really nice class ability animations. I liked the idea that your character could learn brand new schools of magic like with Blessing of Seasons for Night Fae paladins, not just getting yet more light spells. It would be nice if all of the animations came back, like Death's Due (Night Fae Death Knight ability) for Death and Decay. It would be cool if we got more Covenant themed animations/glyphs too.
The Gorm mounts were pretty cool too.
Venthyr had the only good leader.