I wish I could share the same experience. Unfortunately, Cortana is not available in my country, and I'm sure it isn't for a lot of users of this website. Hence I believe people refrain from mentioning it around too much, just so it doesn't anger others.
Though now that you mention it, I remember this was also one of the reasons why W10M on my Lumia 520 bugged me so much. For all the 'Cortana this, Cortana that' which I read on Windows Central, Winbeta and similar sites, I could never really try it on my phone. On first boot, my phone would give me Australia as the default region (I live in NZ, but my phone has Australian firmware). If I chose US at that point, it would restart, but then start showing me some weird combination of English UK and English US under the language setting. If I did not choose US and stuck with Australia, it would not let me download the US language pack later.
Because of these issues, I could never really experience Cortana as that service was intended to be. The couple of times it did work, it was super laggy and buggy, and slowed the phone so much that it would go to sleep a couple of times before even registering touch input. Also since I was determined to use it as my daily driver, I would always login with my primary Microsoft account to sync emails and contacts onto my phone (what else is the point of the Insider Program otherwise). Those few times when my phone language and phone region could set to US, it would start glitching out, showing random error messages. This, I later diagnosed, was happening because the region on my Microsoft account is NZ, which was creating conflict with my phone's region settings of US. So much so, that my PC started lagging and behaving when I logged into my MS account there. At those times, I would roll back to WP8.1 on my Lumia, leave the regional and language settings at default, then login to my MS account on my phone, and wait for another update to iron out the bugs.
With my new Nexus 6P, somehow everything works very well. My Google phone has no issues with my Microsoft account being there too, and they work hand-in-glove. My contacts sync between the two platforms automatically, I have an Outlook app for all my emails (Gmail, Outlook and Yahoo), MS Office apps are set as default for my work files, and OneDrive syncs my photos and documents promptly and without any issues. I get to use the services that I really prefer, and yet get access to my official banking, social and professional apps as and when I need them. I haven't faced any explicit need to use Google's alternatives for these services, and doubt I will in future. Save for a voice assistant, Google Now, which is not as feature packed as Cortana. But more importantly, it is available, and I have learnt to like it.
Having said that, I don't feel Cortana is really essential to the overall Windows 10 experience. I mean my PC is up to date with the latest RTM build of Win10, and even though I don't have Cortana on it, I still love it. But as far as phones and mobility go, I feel voice assistants are more crucial than ever before, and MS is missing a huge opportunity by not making Cortana available to more countries. Even the Cortana app for Android shows unavailable for my region, so I am out of luck on all fronts.