For me, it’s CTE’s. I find it amazing to complete a calculation with clear intermediate steps, and goes a long way towards convincing people to use SQL rather than Excel to perform calculations on large tables of data.
What construct do you like using on a daily basis?
Subqueries in Subqueries in Subqueries
Those work, but require a lot of careful structuring to get right, and can be a pain to debug. With a CTE, you can just call on the intermediate steps to trace down problems.