One thing I find very cool when dealing with algorithms or mathematical problems is Haskell's inherent lazy evaluation of computations, which is only possible due to its strict functional nature.
For example, if you want to calculate all primes, you could use
primes = sieve [2..]
where sieve (p:xs) = p : sieve [x | x<-xs, x `mod` p /= 0]
and the result is actually an infinite list. But Haskell will evaluate it left from right, so as long as you don't try to do something that requires the entire list, you can can still use it without the program getting stuck in infinity, such as:
foo = sum $ takeWhile (<100) primes
which sums all primes less than 100. This is nice for several reasons. First of all, I only need to write one prime function that generates all primes and then I'm pretty much ready to work with primes. In an object-oriented programming language, I would need some way to tell the function how many primes it should compute before returning, or emulate the infinite list behavior with an object. Another thing is that in general, you end up writing code that expresses what you want to compute and not in which order to evaluate things - instead the compiler does that for you.
This is not only useful for infinite lists, in fact it gets used without you knowing it all the time when there is no need to evaluate more than necessary.