Stealth is an oft used skill at my table, the ability to sneak past or up to your enemy is a nice option to have. W:DH gives two additional options in the case your sneak-thieves need a little help. Take disadvantage on stealth to give someone else advantage, I really like this as it moves the math around and someone with a high stealth can be seen to pad load armor or cast stones off in a different direction to distract the perceiver's attention from the character being aided. A second little tweak gave advantage to those trying to sneak through a carpeted house. From this we can see the developers (of this adventure, at least) intended to have advantage handed out regularly.
Stealth wasn't the only check that got some options, gambling players (Three Dragon Ante) get to roll Intelligence (Gaming Set) to win a game. I never came up with this myself, using sleight of hand instead, but now I will have this to fall back on. I think if I use it I will restrict it to cards/dice/board games depending on the gaming set chosen by the player. There is a combination safe hidden somewhere in Waterdeep and if you want to try to open it you need to make a Dexterity (investigation) roll. I would have went for Intelligence (Thieves' Tools), but the designer's choice fits better (and there is no stethoscope in Thieves' Tools). Combat got a little love, with the first ever strength based longbow appearing. It acts like a normal longbow but is larger and its damage is 2d6 plus strength modifier, bumping up average damage by 2.5!
Instead of making non-player characters entirely new stat blocks, the writers just directed you to currently published stat blocks and added racial abilities to them. This is something that third party publishers (like Kobold Press in Tome of Beasts) have used before, but to my knowledge, this is it's first appearance in fifth edition. This makes good use of the NPC Features table in the Dungeon Master's Guide. Speaking of tables, the awesome Rooftop Chase Complications table has some good ideas for things to throw at players in cinematic rooftop chases.
Some of the more interesting things I found are more niche uses. There is a slime covered floor that causes problems (difficult terrain) for creatures without the slippery trait. A fresco that charms you in to hanging around and protecting it. More information on running a business is great to have. Faction quests, Scroll prices, and weather effects round out this list of may be useful in your campaign things.
Only a few things stuck out as bad in my eyes. Advice on ending chases mostly came to "or when you want the chase to end," which is to say they aren't relevant and are just exposition. In my eyes that's stuff that should just be explained; giving a player no chance of changing the outcome is a bad presedent to set. Also making a map with ten foot squares is another odd choice of the developers. Fifth edition dungeons and dragons uses a five foot square grid for miniature play and all the maps in it's products should support that. The only other thing bad I can say about W:DH is that they use pages to reprint monsters who aren't in the monster manual. I get the idea behind this, but it feels like a waste to have multiple sources with the same monster.
All in all, if you like official adventures this is another step forward for wizards of the Coast. I like that the adventure makes me reconcider some of the ways to use rules by giving new examples. I really like the modularity of the book and will reuse a lot of the material in here for my homebrew campaign even though I am not planning on running it yet. You can buy Waterdeep: Dragon Heist at your friendly local game store or on Amazon (affiliate link).