SPOILER WARNING: Spoilers for Mass Effect 1 and 2. Speculation about 3.
Yesterday I began my run through Mass Effect 1 & 2 in earnest, starting with Mass Effect 1. I've so far completed Therum (Picking up Liara before moving on to other major plot points) and Feros, as well as a few side quests. This time through, I've been focusing on side quests that I think or know will have consequences later (or ones that I find particularly satisfying) so here's what I've got so far.
Talitha at the spaceport: I picked the Colonial and War Hero background options for my Shepard, which essentially meant that as a kid, he had to watch a horrible slaver attack helplessly and then as a young adult, saw the same thing starting to happen and said "Yeah, no. Not this time." That meant that when I got the side ques of talking down a deeply distraught survivor of the same slaver attack that cost Shepard his family, he was extremely empathetic. Very satisfying, but unlikely to have much affect on ME2 or 3 beyond a thank-you email.
Samesh/Nirali Bhatia: I have a really strong feeling that this will yield something cool in ME3; some armor or maybe a weapon. In any case, I let the alliance hold Nirali Bhatia's body for research after the Geth attack on Eden Prime. I went full Paragon with the dialog choices and had charm to a high enough level where I was able to get the body held with Samesh's consent. Samesh's line as he finally relents is still very touching to me. They did a good job of portraying his grief.
Scanning the Keepers: Why do I have a feeling that Chorban's research will be absolutely critical at some point in ME3? Call me paranoid, but I put a map on one of my side monitors and tracked down and scanned all 21 of the Keepers on the citadel. It's certainly not the most fun side quest in the game, but I really have a hunch.
Gianna Parasini/Mr. Anoleus: I helped Gianna Parasini take down Mr. Anoleus on Noveria. I don't think it'll make for a major plot point in ME3, but I'm really hoping she shows up again like she did in ME2. Gianna Parasini is probably my favorite minor NPC in the whole Mass Effect universe.
Romance: Planning to romance Ashley Williams.
And that's it for day 1. I haven't had to do too much Mako driving except Therium and Noveria so far, which is a blessing. That's definitely the weakest part of the game. It's also interesting how much weightier and more powerful they made biotic and tech powers look and feel in ME2 compared to ME1.