iPod+iTunes continuous play: When your iPod is playing and you plug it, it stops and iTunes continues to play the same song (unless iTunes was already playing something). In the other way too: when you unplug an iPod, it continues to play what iTunes was playing. Speaking of iTunes, can we expect an iTunes Pro?
Update: Apple TV, released March 20, does it for paused movies.
Update 2: iTunes Plus, introduced May 30.
Update 3: iOS 8 Continuity