The ridiculously long and awesome introductions.
Seriously, for everyone who has not: check out the Arden Shakespeares. They are fantastic. I've read almost half of the 125-or-so-page introduction to Henry V, and it is very interesting.
I also got a brief start on the play with the first couple of scenes. Two observations:
1) The opening speech is as perfect an apology for the art of theatre as I've ever read. It's also a great ode to the imagination, which I, thinking myself a rather imaginative sort of fellow, quite like.
2) The scene with Ely and Canterbury, while not being quite the way one would expect this play to open (as mentioned in the Arden introduction), is actually quite interesting. We learn some backstory on Henry for those unfamiliar with the Henry IV plays, and we also get a sense of some of the backroom politics of the time. I like how Shakespeare decided to begin what is essentially a war story with some sociopolitical intrigue; it keeps things varied, something he's generally quite good at doing (even as early as 2 Henry VI, with Cade's Rebellion providing a nice tonal shift).