Yahoo! Go 3.0 also gives you access to your email, news and other features that are common on the yahoo website. I have found this a must have feature for any new windows mobile phone I will buy.
Yahoo! Go 3.0 also have a weather feature that is far better than any other that I have found so far. You can add multiple cities to track the weather, giving you a quick look at where you are and where you are going to be when traveling.
You can also sync your address book that you have in outlook and on your phone with Yahoo!'s cloud. If you connect to an Exchange server you can still sync with Exchange and then sync your address book to yahoo as well. Giving you two places to look if you need to.