I've only had my click-wheel iPod for a few days, but today I discovered a new feature that initially annoyed me -- but now I find quite clever.
Basically, if you've only got a set of headphones (or any other device) connected to your iPod via its mini jack, and that jack gets pulled out, the iPod senses it and automatically pauses. So if you're walking somewhere and you accidentally have your headphones ripped from your iPod (hey, it does happen), the iPod will not continue to play while you regain your senses and decide what to do next.
I think it's a pretty cool little idea. I admit it might be annoying if you were just trying to quickly transfer your iPod from a speaker to headphones or back again (as I was when I discovered this feature), and it might be nice if you could turn it off. But it's still a cool little detail.