The SO-family is nicely evolving, day by day, there are new features, changes, etc. These changes, however, are not clear nor explained to the non-regular user.
This was discussed a bit earlier there, and answered by Jeff. In case of a new feature, or major change, there is usually a blog post going with it, to explain. And before, there is a "status-completed" on Meta, or a mention in the podcast.
The problem is that I think easily 80% of the people coming to the S[OFU] sites don't follow the blog, never heard the podcast, or never set foot on Meta either. They only come to their regular site to ask questions, or give answers.
Even more regular users are surprised by new features. The big FAQ change on SU went completely unnoticed, not even a blog post. The reputation recalc generated countless "Dude, where's my rep?" questions. The bounty system change, even if only adding a functionality, is confusing some users as well.
So what can be done to improve communication to most of users?
There is a notification area used sometimes on top of the recent questions, why isn't this used to communicate on every new feature or such major change? With a message like:
We just added a Linked sidebar to the question page! Read more about it here.
In the end, if you provide a new feature to users without explaining it, presenting it, it's useless to them, or worse, it's confusing them.
Edit: this proposition is to notify the majority of users of important changes, not to have a changelog for any modification. This other case is discussed in this question.