Bookmarks: In VS 5 they seemed like a great idea but I ended up not using them mainly because they didn't persist between sessions. E.g. If you closed a file that contained bookmarks they would not be there the next time you opened the file. You also could not move between bookmarks in different files etc. and I stopped using the feature.
For years I would kill the bookmarks toolbar whenever I installed VS. It took me years of using VS 2005 until I noticed that the bookmarks feature had actually been greatly enhanced and I use them on a daily basis.
Have you ignored Visual Studio features and later discovered their value?