Don't usually go in for special features, i've found very few worth watching. An exception is the documentory 'Withnail and Us' on the 'Withnail and I' DVD which is very funny and provides good insights into the film. Mind you, this was originally made for C4 when it showed the film. I generally find things that have been made especially for the DVD not particualrly good, but there are exceptions again. The team behind the new Red Dwarf DVD's (I know it's not a film) have put a lot of effort in and come up with the gooRAB.
For good deleted scene (just one) try the Kill Bill Vol 2 DVD, the scene included with Bill and Beatrix is fantastic, and could have sat as well alongside the rest of the film as it does as an extra.