The Mesozoic was inhabited by some strange-looking critters, and here’s another example: a Jurassic dinosaur called Epidexipteryx, which has spiky teeth, big claws, fluffy feathers all over its body, and four long decorative feathers coming off a stumpy tail. It resembles a particularly ugly bird with a nasty bite, but it couldn’t fly — none of the feathers covering its forelimbs are pennaceous, but are more like an insulating fur. Or, alternatively, its feathers were all about display, a possibility suggested by the odd long feathers of the tail. Here are the bones; as you can see, the integument is remarkably well preserved, with a scruffy ruff of short, non-shafted feathers over the body and limbs, and a surprising spray of just four very long feathers coming off the tail.

(Click for larger image)
a, Main slab; b, c, skull in main slab (b) and counterslab (c); d, four elongate ribbon-like tail feathers; b’, c’, line drawings of b and c, respectively. Abbreviations: l1, l2 and l7, 1st, 2nd and 7th left teeth of upper jaw; l1′, r1′ and r5′, 1st left, 1st right and 5th right teeth of lower jaw; l2 and r2, 2nd left and right teeth of upper jaw.
And here’s what it would have looked like in life (only the colors are imaginary). It would have been about the size of a pigeon — I think a pack of these scurrying about New York’s Times Square would be both scenic and would quickly clean up the pigeon problem there.

For all the details, read the write-up on Tetrapod Zoology.
Zhang F, Zhou Z, Xu X, Wang X, Sullivan C (2008) A bizarre Jurassic maniraptoran from China with elongate ribbon-like feathers. Nature 455:1105-1108.