The Theft deterrant system was a 85/86 only item.
Headlights/parking lights SHOULD turn off if you turn them off at the switch like normal but yes, the 85/86's have the headlight autooff feature. (and of course I keep forgetting occasionally that the MKI does not have this feature...

)
Heated mirrors have already been mentioned.
Cloth Seat change in 85. 84's had the Cloth inserts w/ the LOUD pinstripes. 85 changed to a tweed like material for the inserts.
85/86 motors have a knock sensor. 84's don't, but the motors have the fitting on the block for one.
Fujitsu stereo head units changed in 85 from the 2 piece 7-band EQ, to the 1 piece double din 9-band EQ unit. 86 head units got AM stereo.
That's about all that I can think of.
Then of course, there is the infamous hatch spoiler on the latter ones that everyone likes.