I am really liking the DualShock 4 so far. It is by far the most comfortable controller I have ever held and the additions to it are really cool, but not only are they cool, they really do add to the immersion.
So far the best use of the touchpad I have encountered is with Thief and the inventory system, as once you memorise which area of the touchpad the items are assigned to, you can switch weapons/items instantaneously.
The light-bar was also very cleverly used in Thief, rendering the on-screen exposure meter pointless as I never used it. I just saw the light appear in my peripheral vision and moved back into darker areas. I also really enjoyed the use of the light-bar in Tomb Raider, as when a torch was lit the light-bar would flicker orange, red, and yellow, which really added to the immersion for me.
The speaker is an incredibly useful tool for feedback. In Dead Nation, I don't have to look at the screen to see which weapon I am switching to as I am told via the speaker. It is a little thing, but it is definitely something that is incredibly useful. I think the best use will come with inFAMOUS: Second Son, as the sound effect when draining a power source starts at the television and then gradually plays through the speaker, to signify your absorption of the power. Personally, I cannot wait to experience that.
So far the additions have been used very well individually, but I have yet to experience a game that uses all three as well as they have been used individually. I am hoping in the next big RPG that they use a similar inventory system to Thief though as that was by far the best way of accessing weapons/items I have experienced thus far in gaming.