These are a few of my favorite things...

Each class have some utility abilities that's mostly there for convenience... but a lot of convenience. The kind of abilities I miss when I'm not playing said class. I've listed my personal favorites for my high-level characters.

Death Knight

Path of Frost is awesome for doing fishing. It's so much easier to avoid aggro (in most areas) and hit the fish schools when standing on water instead of standing knee-high in it.

When doing dailies, I also love On a Pale Horse.

Druid

Dash is great to have when you have to enter buildings for any reason. Long enough duration and short enough cooldown to be handy for a lot of purposes.

Herbing while flying is also very handy. In BGs, the ability to track humanoids is great whenever you're on defense.

Paladin

For the same reasons as a DK, Crusader Aura is completely awesome.

It's stretching it to call Divine Shield a utility spell. However, it's great for just dropping your flying mount mid-air with no risk of dying.

Priest

Levitate combines the no-damage-from-falling property of Divine Shield and Path of Frost. Too bad it has so short duration, I need to recast it at every fish of school.

I've also made great use of Mind Vision at times, such as spying out the flag carrier in WSG before you could see it on the radar, and look for rares in instances. It doesn't get much use these days, though.

Shaman

Astral Recall, combined with the ordinary hearthstone, is great when you want to sell your services, dropping by the auction house, doing dailies and you name it, without the risk of getting stuck in Orgrimmar until your hearthstone's off cooldown.

Water Walking is almost the same spell as Path of Frost, with one annoying exception: You can't cast it while mounted. Why not? Come on, Blizz!

Portals!

The one thing I really envy mages are their portals... well, okay, not the only thing. Invisibility too comes to my mind among utility spells.

Otherwise, I imagine the full tracking of a hunter would be handy. I also envy Shadowstep some times.

... What do warriors have, anyway?