The discussions on the weekly pages were always very interesting. They were also one of the key reasons people signed up, I have absolutely no idea why they were removed.
I really miss the "DYI charts" that VGChartz had too. I still remember how awesome it was when they came along during VGChartz 1.0. I also kind of miss the "monthly" charts, as they were nice for comparing how titles had done across the year. As of now, comparing two time periods of sales for software titles is a bit of a hassle.
I kind of miss having the games release data on the same page as their sales too, rather than having to change between different pages to see them. I also miss the shipment data from pre-2007, I don't see why they were removed either.
There's also the Insant Messenger, although I never used that too much.
It's still a brilliant site, but large parts of what made it awesome disappeared when the DYI charts and comments on the weekly page were removed.