A very useful feature is the ability to pinpoint which queries are being called where. Especially if you have one query taking 6 seconds to run. Symfony and Xdebug will provide a nice little arrow next to the query in your debug toolbar, providing a stack trace from when it was run. Add this code at the bottom of your application's factory.yml:
# myapp/config/factories.yml
dev:
 logger:
   param:
     loggers:
       sf_web_debug:
         param:
           xdebug_logging: true
The disclaimer is this does account for a hit on your performance, hence why it was disabled by default in releases 1.3.2 and 1.4.2. I would recommend keeping it disabled until it comes time to optimize your queries.