When I transitioned from PC to console programming in 2003, I was struck by the many graphics hardware features I now had access to which are not supported by PC APIs such as Direct3D and OpenGL (the latter is in slightly better shape due to its support of vendor extensions). Some of these features are supported by newer iterations of Direct3D, but for many people Direct3D9 is still the target of choice (it is the newest version supported on XP, and it most closely matches the capabilities of current-gen consoles).
Over the years, graphics hardware vendors have implemented an array of undocumented, semi-official hacks around the Direct3D9 API to allow access to more hardware features. Aras Pranckevičius has recently put up a very useful list of these. I have not seen this information anywhere else – kudos to Aras for doing the work.