There are many cool features features in Winter 18, however I would be listing only my favorite top picks from 589 pages of release notes. Would suggest to through this post to understand Sandbox readiness dates for Winter 18.
You can check materials of this meetup as well organized by Amit, where I shared my favorite Winter 18 feature with sample code.
New Lightning Base Components
Lightning Base components are out of the box component created with Salesforce Lightning Design System CSS. If there are no Lightning Base components, You would need to use aura or HTML components and write custom CSS to make look and feel similar to Lightning Experience. Base component starts with lightning: namespace. There are many new Base components introduced like lightning:datatable , lightning:checkboxGroup , lightning:dualListbox , lightning:progressIndicator , lightning:progressBar, lightning:slider. Recently only I blogged about Read only Chevron Component with mountains of code. Even though we are using this component for last 6 months however If my project could have waited, then all I had to use is 5-6 lines of code using lightning:progressIndicator.
2. Component Library (Beta)
We can already see all standard and custom component information using https://<myDomain>.lightning.force.com/auradocs URL. However, as part of Winter 18 release, Salesforce came up with revamped website just like Lightning Design System to show code snippets on how to use Lightning Components. You can navigate to Component Library using https://<myDomain>.lightning.force.com/componentReference/suite.app URL.
3. Lightning Data Services (GA)
We are hearing about Lightning Data Services from almost last one year and finally its generally available for use. You can check this blog post on how to use it.