The bits of Mango Microsoft showed off last week were just a small slice, so they're slowly trickling out other new features - and this is what's new in Music + Video, which sounds mucho improved.
You can browse and download podcasts over the air, Marketplace search is fixed (or more fixed, anyway) with auto suggestions and cleaner results for music. The interface is cleaned up in a lot of ways too - longer, more useful histories (thank you, 'cause this made streaming over the air suck), bigger playback controls (and they're on the lockscreen now too), and other UI bits like a status icon when you're streaming music.
But the big thing, I think, is Smart DJ. Mostly because it crawls through the entire Zune catalog to create a custom playlist based on a track or artist (if you've got a ZunePass anyway), which is the biggest step Windows Phone Music's taken toward being more streaming oriented, like Rdio or Mog. I'd still like more features in that direction, especially for people paying for a ZunePass - dicking around in the catalogue and just tossing a bunch of stuff into a queue, and making the store UI more suited for that kind of model - but this is a pretty good start to getting there, especially since it's integrated into lots of places in the Music + Video hub.
Given the amount of stuff they've added to Music + Videos - that wasn't even worth mentioning at the preview - there should be a lot more Windows Phone Mango goodness left to see, hopefully. [Windows Team Blog]