You're right, it's rarely very hard to replicate the features in regular C#. It is what they call syntactic sugar. It's just about convenience. You know about automatic properties? The ones that allow you to write public class User { public int Id { get; set; } } That's extremely easy to replicate in "regular" C# code. Even so, automatic properties are still awesome ;)
Filtering and sorting are pretty much the core of LINQ. Consider you have a list of users, called, well, users, and you want to find the ones who have logged in today, and display them in order of most recently logged in. Before LINQ, you'd probably do something like create a new list, that you populate based on the original list, by iterating it, adding what meets the criteria, and then implementing some sort of IComparable. Now you can just do:
users = users.Where(u => u.LastLoggedIn.Date = DateTime.Today)
.OrderBy(u => u.LastLoggedIn).ToList();
Convenience =)
