To get a nice formatted list of installed packages that can be configured, do
cd /var/lib/dpkg/info/ && ls *config | sed 's/\.config$//'
Here are the most useful of them, and what configuring them does.
apt-listchanges: This package is likely not preinstalled on your distribution but useful for displaying changelogs when upgrading your system. Configuring this package asks you how it should output the package changelogs (inline in apt's output, or in one of several viewers), whether and where to send mail notifications, as well as some other settings.
ca-certificates: Asks whether to trust new CA certificates, and presents you a list where you can select which certificate owners to trust. You probably will not want to change anything here.
console-data: Lets you select a keyboard map to use on the console.
console-setup: Lets you select a character set and font for the console. This comes in handy if the console does not display some extended characters, or the predefined font is a 512 glyph font (like Terminus) that prevents the console from using the full color palette.
debconf: Lets you select the desired frontend for debconf and how many questions you want to be asked when running dpkg-reconfigure. You probably want to select the dialog frontend which is easy to use and can run on a plain console.
fontconfig-config: Allows you to configure X font hinting, subpixel rendering and whether you prefer pretty outline or ugly bitmap fonts.
keyboard-configuration: Lets you select model and language of the keyboard, what to use as Alt Gr and Compose, and whether the X server can be terminated using Ctrl-Alt-Backspace.
libpaper1: Sets the system-wide standard paper size (default: A4).
linux-sound-base: Asks which sound system should be used by default (ALSA or OSS).
locales: Asks which locales should be supported on your system, then generates these locales. Unselecting locales you will not use results in a few less megabytes of wasted storage space.
man-db: Asks you whether to use preformatted manpages, then updates the manual database.
popularity-contest: Asks you whether to participate in the Debian package popularity contest. Anonymous package statistics are sent once a week so the Debian project can decide which packages are popular enough to be included in the main distribution.
resolvconf: Asks you whether /etc/resolv.conf should be updated dynamically, which is likely what you want if you get the DNS servers via DHCP.
tzdata: Lets you select your time zone.
x11-common: Sets who is allowed to start the X server. The default "console users only" is fine and not too insecure.