My current pet feature…
If you go to MSN Search Local and enter a business, within the results it provides a "Send to Mobile" link. (Here’s an example.) If you click on that link, you are prompted to enter your mobile phone number, and upon doing so it sends an SMS message with information about the business (address, phone number, and the mobile search link) to your phone.
I’ve already found this highly useful for doing research at my computer and having an easy way to get that information onto my phone for later use (for example, creating a list of restaurants to discuss on the way downtown and then being able to call the restaurant to make reservations). I can do the same thing from my phone, but it’s much faster and easier this way at times when I have the ability to prepare in advance.
It doesn’t cache your mobile phone number in the browser yet, so you have to enter it each time. There’s also a new "Free Call" feature in beta that will automatically dial your phone number and the phone number of the business and connect them, but I haven’t played with that yet.
Oh yes, Google has this feature too and does allow you to cache your mobile phone number. They don’t have the free call feature (yet).