I have this character who's working in an open-world type of game where being actually useful to a party isn't the biggest concern of a character.
Who's this Leilani gal, again?
Leilani is the character portrayed in my current chat avatar.
Apart from that, she's a circus artist and she's fine with that - she wishes to explore the Multiverse but she's not an adventurer and she has no time to train for fighting. If she decides to learn to defend herself, that would be taken care of by magic items only.
Leilani grew as an orphan in a traveling circus. She liked exploring the woods and being on the stage and she improved really fast, becoming an enfant-prodige.
When she turned level 3 she was shown a portal for somewhere that was really exciting but dangerous: the Planes. She decided to stay there (she was never great at making lasting bonds and she actually felt it was a good thing, never having to suffer when they break), looking for people who liked her art enough to decide to protect her for free.
Being killed (and resurrected) once convinced her to train a little on the defensive side, so she tried to take profit from her good dexterity and took Darkstalker, paired with a Collar of Umbral Metamorphosis and several Initiative boosts.
To represent her exceptionalness, Leilani has the Able Learner feat (and our campaign has a houserule that lets you spend 1 skill point to get a rank, then halves the ranks if it's cross-class for every of your classes, so it's extra useful) and took several times a setting feat that allows her to get one more skill point per level, just like the heroic feat Nymph's Kiss, and stacks with itself.
Leilani is also the best contortionist in the world, and uses the Escape Artist skill to impress the crowds (I'm using the general table in the skills section of the manual to determine how extraordinary or inhuman her performance is, despite not being able to use the skill to gain some money like perform, sleight of hand or tumble. But I don't really care about earning money). Yes, this is on top of having Freedom of Movement as an always active class feature.
She has the Agile feat, the Skill Focus (Escape Artist) feat and maximum Dexterity for a human. When epic, she's gonna take Epic Skill Focus at the first chance and then she's gonna stack Epic Dexterity feats.
She has no interest in taking classes, feats or spells that improve this value for a limited amount of time.
Feats are way more than usual for a D&D 3.5e character, due to gaining them at the Pathfinder rate (One each other level), getting bonus feats from her Planescape faction (not dsiscussed here, most are fixed and have to do with perception improvements) and her human heritage and Scout training (representing both her connection with nature as a nomad and her "military" training at the circus).
She has full ranks in most Str and Dex skills, perception skills including sense motive, plus disguise, perform (dance), heal and bluff, which she uses to make her performances more convincing (Leilani doesn't want to lie). Her Ability scores are: Str 8, Dex 23, Con 8, Int 22, Wis 9, Cha 9 (before magic items, but with a +4 Tome of Clear Thoughts).
Here's the complete list of her feats for you to read:
LEILANI GHOSTBONES (Scout 18/Wizard 2)
(Human) Able Learner
(Lv 1) +1 Skill point per level
(Lv 3) +1 Skill point per level
(Scout 4) Agile
(Lv 5) +1 Skill point per level
(Lv 7) +1 Skill point per level
(Scout 8) Quick Reconnoiter
(Lv 9) +1 Skill point per level
(Lv 11) +1 Skill point per level
(Scout 12) Improved Initiative
(Lv 13) +1 Skill point per level
(Lv 15) Darkstalker
(Scout 16) Skill Focus (Escape Artist)
The heart of the problem
As you can see I have two feats to choose and those are going to be the last feats I can really choose, since future ones are already pre-determined. I have also the choice to swap a single feat I already know for a different one and maybe in the future I will get to Scout 20 - I'm not going to for a long time and I might never reach that level in my roleplaying life, so I'm not really gonna count on it.
I plan on taking some wizard feats I saw somewhere that basically allow me to concentrate for a complete round to gain some sort of arcane charge I can then spend to gain a Dexterity boost, so if you were going to suggest those no thanks, they already got their spot on the build.
My idea for the feat swap is to take the Slim feat from a Dragon Magazine, giving me a +1 to Escape Artist. It's a first level feat so I'm going to sacrifice Able Learner (I'll be getting Heal and Perform back as class skills from my PrCs at level 24 and 25 respectively). Feel free to suggest otherwise.
My actual plan is to take a feat that boosts my senses (it's an homemade feat for my faction) that's really good for roleplaying. It comes with a +2 to 4 different skills (none of which is Escape Artist, sadly) and a nondescript inhuman sense of touch (which my character would really like); plus Versatile Performer.
Houserule is that there are only 3 Perform categories (dance, music, comedy), so that feat would let me sing, use instruments and be a good actress without spending ranks there, and it really makes sense for a woman whose life consists in training her body to gain ultimate control over her artistic movements.
I've already considered and discarded those feats who let me swap Jump, Climb, Disable Device and Open Locks to Dexterity. Jump, I want to max it so that feat wouldn't gain me any free skill point; I don't need ranks at all in DD and OL except for the one needed for training (due to magic items) and Climb gains me less points than I would gain on the long run with my other skill-boosting feats.
I've discarded Aberrant Blood as well, since I got the same bonus from the Silthilar graft Flexible Spine. I know, having a snail's skin could have made for some good RP but a slotless item is better than a feat. On the same line, I already have a +15 competence bonus from a Slick armor, a +2 morale bonus from an Admiral's Bicorn (which I'm desperately trying to refluff into something with less encumbrance) and a +1 luck bonus from Luckstone. I've also discarded Brachiation. While fun, I already can ignore hindering terrain by moving on te ground and my ground speed and tumble modifiers are good enough to have her be able tumble at full speed from branch to branch anyway (I think).
There are several other feats I've considered and discarded, and I guess most of your answer will deal with feats I already discarded. Unfortunately it's hard for me to recall every single feat without looking at it again.
I'm basically looking for feats I've never heard of, that could be better suited to the concept than the ones I already parsed through. My current parsing process is running through an index file that used to be hosted on a site called CrystalKeep, that's been taken down by WotC. If you happen to know about that list, focusing on feats that are not there is a good thing to do.
Of course it's up to me to check for houseruled feats and homebrew ones.
Things I forgot to mention, my fault: non-racial feats from non-planescape settings are banned, save for Jotunbrud. Feats that only appeared on the web are banned, as well as feats that give psionic powers, ToB maneuvers, chakra binds or anything that's usually exclusive of some class we don't use.