Some feats already mentioned are very cool.
A quick mention for halfling feats, 'cos they're made of awesome (and haven't been mentioned)
Some feats I like (specifically great for wizards and fighters, 'cos they're my favourites) ..
Heroic tier:
Hellfire Blood - +1 to hit is made of win ... for a wizard
Armor and/or Shield proficiency - leather especially stands out as a 'must have' for a wizard
Weapon Proficiency (Bastard sword) - D10 1-handed weapon, +3 to hit. Did I mention somewhere else that +1 to hit is made of win?
Shield Push - you can be a real bodyguard. They take a swing at your charge, and you can smack 'em, push 'em, and invalidate their attack
Blade Opportunist - mediocre for non-fighters, really ... but when fighters get OAs, they need to make them count.
Paragon Tier:
Spell Focus - Umm, this is probably the scariest feat ... ever.
Back to the Wall - It's frighteningly useful in combination with powers such as tide of iron or come and get it
Shield specialization - scale specialization is nice, but shield bumps 2 defenses. I value +1 reflex a little more than +1 speed.
Heavy Blade Opportunity - okay, so it's only really been useful with tide of iron, but it allows for extra movement when it's not your turn .. after pushing the threat away from the squishy. For a sword and board fighter (and their phenomenal OA hitroll), it can be awesome.
Great Fortitude/Iron Will - seriously, being hit in the fort or will often means loss of actions. Bad bad stuff. Reflex isn't as important, 'cos it's mostly pain which you (should have) planned for regardless.
Epic Tier (haven't actually seen them in action):
Unfettered Stride - okay, sure it requires acrobatics, but ...
Irresistable Flame - well, if you're hooked on hellfire blood ...
(weapon group) Mastery - by this stage, the difference between crit and non-crit should be ... a lot.
There are many more nice feats, such as blind-fight or triumphant attack or toughness .. but nice < awesome.