Having recently moved to using Git from Mercurial here are my observations:
Git just works
No matter what I try to do, there's a short and simple git command that does it. Need to copy a single file from one branch to my current branch, need to roll back the last two commits and place their changes into the index, need to push or pull from a local branch to a remote and differently named branch, there are all ways to do those things. More importantly, Git does them natively, I don't have to turn on plugins to get a particular piece of functionality.
Turning on plugins is a hurdle
The fact that what I consider to be core functionality is hidden away in plugins and need to be turned on manually is an issue. For example, look at this section of the docs for the Google API Python Client:
A big thing that trips up contributors is that "--rebase" is in a plugin (and I keep forgetting to update the docs to explain that).
Git is fast
So Git is fast, not just "ooh that was fast", but fast as in, "there must have been a problem because there's no way it could have worked that fast". That's a feature.
Git branches are much smoother and integrated than MQ. Maybe this is just because I got stuck on MQ and never learned another way to use hg, but the branch and merge workflow is a lot better than MQ.
In Git ssh: URIs just work for me. Maybe I just got lucky, or was previously unlucky, but I never seemed to be able to pull or push to a remote repository via ssh with hg, and it just worked as advertised with Git.
Git is helpful. Git is filled with helpful messages, many of the form "it looks like you are trying to do blah, here's the exact command line for that", or "you seem to be in 'weird state foo', here's a couple different command lines you might use to rectify the situation". Obviously those are paraphrasing, but the general idea of providing long, helpful messages with actual commands in them is done well throughout Git.
I'm not writing this to cast aspersions on the Mercurial developers, and I've already passed this information along to developers that work on Mercurial. I am hoping that if you're building command line tools that you can incorporate some of the items here, such as helpful error messages, speed, and robust out-of-the-box capabilities.