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Nothing special. Some short clips within a clip that are somewhat funny or do a comedy type description of some terms from the anime. Usually these involve a chibi character on someones head.
Okay, since no one else explained wtf is going on with all the Shakugan no Shana specials and extras and whatnot, I'll be explaining the deal here. As of today, there are two finished seasons of Shakugan no Shana - Season 1 and 2. A third season is to be expected, since it's already been added to Anime-Planet's list. Apart from the two main seasons, there is a movie called Shakugan no Shana Movie. Furthermore, there's a number of OVAs and a few extras on top of these OVAs. The movie has a special as well, so to sum up, I made a list of available Shakugan no Shana material to watch and the order in which it should be watched: 1. Shakugan no Shana 2. Shakugan no Shana - Specials 3. Shakugan no Shana - Extra 4. Shakugan no Shana II 5. Shakugan no Shana II - Specials 6. Shakugan no Shana S 7. Shakugan no Shana S - Specials The movie and movie special can be watched at any given time after the first season. THE SPEACIALS AND OVAS CONSISTS OF SMALL RANDOM EPISODES AND WILL SERIOUSLY DISTURB YOUR MIND IF WATCHED AFTER THE "SERIOUS" SHAKUGAN NO SHANA MATERIAL :p And now in lower case letters: the OVAs and Specials basically consists of small random episodes, with twisted character traits and some characters as chibi (small versions of the normal character). The only exception is Shakugan no Shana S which are normal length episodes. The overall score is rated as 5, but honestly, you can't rate this, as it depends on who you are, whether you'll like the OVAs and Extras or not.