Gmail's blog announced that three experimental features have graduated from Gmail Labs: superstars, nested labels and higher IMAP controls. There's also a Gmail Labs feature that will no longer be available: the Google Search box.
Superstars extend Gmail's starring feature by adding up different types of stars for flagging messages. For example, you could use the red exclamation mark to flag very important messages and the orange quotes to emphasize the messages that need a reply. The characteristic is not obtrusive since you can trigger it by repeatedly clicking a Gmail star. You can go to Gmail's settings page to modify the list of stars.
Nested labels have enhanced a lot since Google added this feature to Gmail Labs. You can add sub-labels from the menu, quickly rename or delete sub-labels, pick a sub-label from a hierarchical list when you create a filter. Nested labels are still a hack and there are many issues that need to be addressed so that users no longer notice the completion details. For example, messages that use nested labels don't inherit the parent label.
Advanced IMAP controls are only useful if you want to modify Gmail's IMAP features when using mail clients like Outlook or Thunderbird. You can disable auto-expunge and ask Gmail to wait until the client updates the server, delete messages instead of archiving them when you mark a message as deleted and bound the number of messages from a folder.