I can't pick just one thing!
A few would be:

their beauty & gracefulness
their independence
the fact that they will never do what you expect them to do
their curiousity (spellcheck...?)
how they all have their own little personalities
they are so much like humans
their PURR!
their eyes
their cleanliness
their companionship
their depth
their mystery..............................

.......and there's more, but I am getting carried away- it's just too difficult to pick only one thing.