FanDelayCool is a brand new feature that ensures the PSU is completely and thoroughly cooled after you shut down your PC.
I'm almost certain another PSU manufacture has implemented this before now, quite some ago aswell. So thats not new at all.
Anyways, the LED's are a pretty good idea I reckon, although i'm not sure if they are needed in the market these PSU's will be aimed at (overclockers and gamers know the reason their PC will shutdown randomly is through a dodgy overclock).
Note to Thermaltake; Get a better video guy, that was shockingly bad to watch.