The breathing, the voice, and of course his lines. His actions. The way he likes to choke people to death without touching them. The exposed controls on his chest...I always wondered what would happen if someone got close enough to start pushing buttons and flipping switches on Vader's suit, would it kill him? Or would he just become more tired, or better yet would he get all hopped up and intense, like he just got a shot of amphetamines?
I suppose what is ultimately cool about Vader is the mystery that surrounds him. We never get to see his face, never know how much life support he actually needs, we never know if gets laid or even has the proper organs left for sexual intercourse.
The creation of Vader was pure genius. And to think all it took was a cool voice, breathing sounds, a bitchin' suit and mask, and of course raw creativity from Lucas himself.
No CGI character from the new trilogy even comes close to being as cool as Vader. Throw out those computers and THINK about what you're doing, Lucas!