Well, there are a few feats I've found that have utility. One thing to note though, how good feats are will depend on whether you did a roll or point buy for your character's stats. The stats are less useful if you rolled good stats across the board. With a point-buy, you typically do want to get your primary stat up to 20, which means no feats until L12 unless you're a fighter.
Now for the useful feats:
There are feats for light armor, medium armor, and heavy armor proficiencies. (Discretion of the Coedymwrath, Sturdiness of the Tundra, Might of the Iron Legion)
There actually is a good build to go with Might of the Iron Legion: Battle cleric of Einar, start with an odd STR to even out with the feat. Now you have a cleric with an extra attack, full armor and weapon proficiencies, and with heavy armor proficiency you don't need a huge DEX, especially since they have a ranged attack option with Sacred Flame. You can also take this feat with someone with the sellsword background, so you can get a mage with heavy armor and no need for DEX. Bit expensive for a caster since it does take away from boosting your casting stat, but it is an option to make them less of a squishy wizard. And if you think hard on it, you could probably come up with some other combinations.
To note, there is no feat to gain shield proficiency, which is a shame because it would make a melee battle pact of the blade sellsword warlock a more workable build.
Enduring Body is actually better than buffing your CON. It gives +1 CON and +1 HP/level. So if you have an odd stat you can combine that and get more HP than you would just levelling CON up.
Armor Master: Hey, if you have high stats and don't need more, +1 AC is always nice for your frontliners.
So, the feats do have uses. But they're often rather niche and you kinda need to build for it.
There are a few niche ones that I probably wouldn't take unless I'm out of good stats/options but still may be useful.
The Creed of (Deity) saving throws proficiencies can be useful. Depends on how many of your enemies are casters, and if there's one that's common. The +1 DEX +DEX defense proficiency can help you against being fireballed all the time. Not top top priority but it's nice. Probably better later on when casters become more of a problem for you.
Burning/Electrifying/Icy/Other touch: Good for a monk? It's +Proficiency bonus damage/round. Not great but a nice little additive.