I've been saving some of the smaller feathers to make earrings, though I haven't done anything with them yet. Sometimes I just save the pretty ones because they're pretty, and display them on a shelf. I'm saving larger feathers (tail and wing) for my BIL, for a project he's doing, he makes wooden whirlybirds, and he thinks he might put real feathers on some.
I have collected a few. I read you should wash them with washing up liquid then dry before using. There is a thread in the hobby section where people have posted thier projects with feathers - some great ideas. If you can't find it give me a shout and I'll try to find it for you.