Let't count the ones I remember
1. Impulse triggers
2. Redefined D-pad (My second favorite change)
3. The directions in the D-pad are clicks not buttons
4. Bigger shoulder buttons
5. Bigger triggers
6. Better ergonomics on top and sides of the controller
7. Reduced space between ABXY buttons.
8. IR lights for control recognition
9. Smaller triggers for better grip (EDIT: Actualy it's smaller sticks not triggers. shame on me
10. Texture on the outside of the analog sticks
11. Reduced space between bumpers and triggers
12. Magnetic trigger sensor. (Instead of pressure sensitive. This change it's my 3th favorite)
13. Almost no dead zone on the sticks (My favorite change)
14. The use of Wi-Fi Drirect on the controller (Now this is interesting because Wi-Fi direct has a transfer speed of 250Mbps compared to Bluetooth 4.0 (The one that the DualShock 4 controller uses) 30Mbps, the response of the DualShock 4 button press it will be close to 60 milliseconds this is 20 milliseconds faster than the 360 (80) but the Xbox One controller it will be a lot faster, it will be like 7.5 milliseconds or even less. So this means a way faster response when you push the button, of course there is a lot of other things to take in notice like the speed in which the data will be read, the time it will take to generate the image and send it to the TV based on the response, etc, etc but anyway the response time it will be noticeable shorter)
15. The dual PCB inside the controller
16. The integrated battery chamber (Instead of the big bulky chamber on the 360)
17. It's a screw less controller
18. The use of Micro-USB 3.0 port (for charging and data transfer)
19. The proprietary port for the headset.
20. The Dashboard button it's up in the controller.
21. The pause button it's further away from the X button (this is a problem for me with the 360 controller... when playing mortal kombat, sometimes when I get too exited I push pause instead of X)
I don't know any more (or remember) right now.
Most of the changes are really small ones which for me it's pretty awesome. I wanted a controller that felt familiar with the previous one but that also felt better than the previous one. And that's exactly what we got.