For me, it’s CTE’s. I find it amazing to complete a calculation with clear intermediate steps, and goes a long way towards convincing people to use SQL rather than Excel to perform calculations on large tables of data.
What construct do you like using on a daily basis?
CTEs can be useful, particularly in PostgreSQL, where there are writable CTEs, but a lot of the time, I prefer using temp tables over CTEs, as they often perform better for larger datasets. I think one of my favorite constructs is window functions. I’ve found many uses for them, over the years.