Three features that I find invaluable - folders, multitasking bar, and strong password. If you don't know how to use them, here is a quickie ...
To create folders, just go into screen edit mode (hold an icon until everything vibrates) and move an icon over another one - they will both be put into a folder. The OS will give the folder a name, but you can rename it. Each folder can hold up to 12 apps, but only the first 9 icons will show. You can remove an app from a folder by dragging it out of the folder. I've heard that some people have put almost everything into folders so they only have one or two home pages.
I had to look up how to get to the multitasking bar -- double-click the home button. A new row of icons will show up at the bottom of the screen. These are your most recently used or currently running apps. Since most apps have not been recompiled to make them pause when you navigate away from them, when you click on an icon, that app will start up just as if you had clicked its icon on one of the home pages. When an app gets recompiled to make it multi-tasking-aware, then when you navigate away from it, it will pause, and then when you click on its icon in the multitasking bar, it will resume right where you left off.
To remove an icon from the list (to to kill it if it is paused), just hold down one of the icons until they all start to shake and click the minus sign to remove it. You can swipe to the left to see more icons. If you are at the beginning of the list and swipe to the RIGHT, you will get quick access to your ipod controls PLUS the hidden orientation lock button.
Finally, if you want more than a four digit passcode, go into Settings, General, Passcode Lock and turn "Simple Passcode" to OFF. It's a bit of a pain, but some of you may want this.