D.Va Has the option to switch between toggle or hold for her defense barrier.
Genji and Hanzo have options to auto climb walls themselves.
Junkrat has an option to have his riptire automatically climb walls.
Lucio has the option the toggle or hold shift to use the different auras
Mercy has the option to toggle or hold mouse buttons for healing. You can also change how guardian angel targeting works. By default you will fly to your beam target, but you can change it so that you can fly to whoever you are looking at.
Reinhardt has the option to toggle or hold to keep his shield up
Soldier:76 has an option to show allied health bars. Also an option to toggle or hold for sprint.
Widowmaker has the option to toggle or hold right click to zoom. You can also change relative aim sensitivity while zoomed in.
Zarya has an option to show allied health bars.