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?
I was skeptical of CTEs for a long time. I just used subqueries when I could in T SQL, and then I got a new job and my new company used Postgres. In the adaptation process I took a new look at CTEs and became a convert - it’s just nicer and easier to read the intermediate step than as a subquery
CTEs can be useful, particularly in PostgreSQL, where there are writable CTEs, but a lot of the time, I prefer using temp tables over CTEs, as they often perform better for larger datasets. I think one of my favorite constructs is window functions. I’ve found many uses for them, over the years.