As with most features, the answer for each of these is "it depends" on what you want to do, or may want to do in the future. My Yamaha RX-V750 has all of these, but at present I am only really using one (the phono input). But, others may be useful to me in the future:
PRE-OUT ALL CHANNEL NO - obviously useful if you ever want to use outboard power amps to get more (or cleaner) power, or if you want to try bi-amping of your speakers. Otherwise, they don't matter
ON SCREEN DISPLAY NO - this is what I'd probably give up on first, given that the receiver display adequately lets you do set-up.
DIGITAL OUTPUTS NO - Off the top of my head, I'm not quite sure what I'd ever use a digital output for?
VIDEO-UP CONVERSION NO - very useful if you are actually using your receiver for video switching, so that all video sources get fed into just one input of your TV. It's nice if you can up-convert to component video, rather than just to S-video, assuming your TV has a component video input. Still, most TVs have enough inputs to make this non-essential. I don't run video through my receiver - I just run it straight to the TV inputs, which I think helps a bit with keeping the video signals clean. Since my receive remote can control my TV's input switching, I don't need to mess with the TV remote.
PHONO INPUT NO - I have a lot of old vinyl, so being able to connect my turntable was an important feature for me. But, you can always find a fairly cheap phono pre-amp someplace, which will probably perform just as well, if not better, than the internal phono pre-amp. So, it doesn't necessary make sense to make this a deciding factor. On the other hand, the cost of the separate phono pre-amp might let you spring for the more expensive receiver model that has the phono input built-in, and also gets you some other features or more power, etc.
