Visible changes to characters is something I love too. Stuff like on the newest Tomb Raider, how you start off fresh and clean and by the end of the game Lara's clothes are torn, muddy, her hair's messier. I do like them touches.
Also, it's the little things that make worlds more believable. Like on Witcher 2 there's an NPC in the first village who you might walk past talking to someone about shoes, how much she likes them and how many she has. Just 1 out of many random NPC conversations you might get. If you then find her house, in her bedroom she has a massive shoe collection, some of them falling off the shelves. It's not much but it's little touches like that which make it all seem more real. People will say that stuff doesn't matter, it doesn't effect the gameplay or story or impact anything, and they're correct, but I like them little touches. It shows that the developer really put effort into the game and world.