What are the most useful features of Google Analytics that are not known to common users?
I know this is a typical question for many categories in stackexchange. I think Google Analytics deserves that question. There are so many things to learn about it.
It would be very useful for many people if you can share your favorite hidden gems of Google Analytics.
I'd say the Google Analytics Data API Query Explorer.
The API is way more flexible than what the regular site allows, but is often too technical for most people to get. The Query Explorer is a simple-to-use UI for getting data from the your Google Analytics account, without the constraints of how the regular site decided to organize data views. I use it for complex queries that are too hard to get from the interface.
Plus, it allows for dynamic Advanced Segments, allowing you to dynamically segment your traffic, and not be subject to the difficulties imposed in creating advanced segments (and hitting advanced segment limits).
I don't know about 'hidden' but the $ index is a very useful feature because it allows you to measure the value of pages that aren't specifically goals themselves.
I'd say
advanced filters, there are tons of things you can do to manipulate the data with them.
Regex query matching, pretty much any search field will accept regular expressions, this allows you to filter in a lot of different ways.
Custom Alerts, you can setup an alert for pretty much any metric/scenario this allows you to track specific things and gives you a record of changes that help when sifting through data later.