I can't pick just two. I've played all of the Worms games, and currently play WMD a bit. Features that I love from games post-W:A are:
-sentry guns (the ones in WMD are the best!)
-hats
-dynamic water (adds a lovely layer of complexity / strategy to the game)
-worm classes (a lot of people don't like classes, but I think they are pretty great in Clan Wars. The heavy worm could be nerfed a bit, but aside from that, they are well-balanced and it just adds to the depth of typical Worms gameplay)
-physics objects (and girders that are 'solid' rather than treated like a part of the terrain)
-buildings (one of the new things I like about WMD)
-crafting / coin crates (I think that crafting COULD be good in WMD if it were rebalanced / fixed; right now it's a mess)
-so many awesome weapons and utilities in the newer games I don't even know where to begin
-very in-depth personal stat tracking from Clan Wars / Battlegrounds
I personally hated the 2.5D games at first, but grew to really enjoy them, especially Clan Wars. I think that CW is second only to W:A. WMD is a huge disappointment so far. it looks and sounds beautiful and it has loads of potential, but it's up to Team17 to listen to the community and fix things. For now, I barely even wanna play it.