Helium is mostly useful because of its API. The controls themselves are nothing new or revolutionary but they are much simpler and more intuitive to use than what you get from the native HTML controls. If you ended up here from another place than the Helium Github Project, I suggest you go back and check out the documentation and tutorials.
Helium buttons support a little bit more interactivity and porgrammability than standard HMTL buttons.
Now, inputs in helium offer much more than plain old HTML inputs.
To be honest, the standard HTML <select> is pretty primitive. The Helium lists offer an advanced API and a variety of implementations, fully navigable with a keyboard.
A modal window API is also covered by Helium. A neat feature is that it captures the tab-order of the helium controls while it's open and it doesn't allow you to tab-focus into a control not in the modal.
The grid control is quite big and has a lot of features. We dedicated an entire demo page to it.