It generally feels like the car has more of a grip on the road, especially high end sports cars, but even sedans feel that way, especially if they are German. I had a Porsche SUV, and even that felt more stuck to the ground than other SUV’s.
The seats are usually more comfortable. Some can move so many different ways it’s incredible. Some seats you can move the part under your left leg separate from the part under your right to adjust for one leg reaching out to the pedals, and the other not.
Many moderate cars have all the gadgets, my Kia does, but the luxury cars tend to have a lot more standard even in their base model.
Most luxury cars the dash and things like the door handles, you can just tell they are better quality.