I came from a D2X and find the D4 a great improvement, especially in low light situations. I'm getting to the point where I prefer to UP the ISO on the D4 (6400 is my limit for minimally cropped images) rather than drag out a flash.
Skin tones better than the D2X, increasingly so at high ISO. The D2X skin tones looked slightly mottled or clumped the higher the ISO.
Auto WB has always worked well for me. The D4 is better at choosing in mixed light.
The D4 autofocuses much quicker. It's quicker to show when my manual focus lenses slip in and out of focus as well (I like and use the rangefinder all the time.).
Backlit buttons rule! I don't bring my Mini Maglite to concerts or dark venues any more.
My RRS L-bracket has enough play to I can slide it left to use the WT-5 when needed, then slide it back when I don't.