1) When you off Belial, don't warp back to town. Go back the way you came. When you get into the town proper everyone has come out of hiding and is cheering you. A lot of people don't even know this is coded in; everyone seems to warp back to the Hidden Camp. Worth doing at least once.
2) Does anyone - anyone! - go into the bar just before exiting Caldeum? Gotta be the least used area of the entire game.