I get some pretty awesome discounts. The best one was an employee only rate on my mortgage, no points, lowered administrative costs. Along with that I get reduced rates on home equity loans and lines of credit. I get a bunch of other financial perks as well, discount brokerage trading, special checking accts, credit cards, etc. (I work at a financial company).
I'm eligible for tons of discounts, but here are some of the more interesting ones of the top of my head.
Subaru vehicle discounts (never tried it out)
J and R discount (discount varies but I hear it's quite good)
Mobile phone discounts with Cingular, Verizon, and AT&T
Health club discounts
Mutual fund discounts (Some funds require a $10,000+ commitment, I can get in with $1,000.)