I can't say I've ever had to tell someone "no, you can't do that without the feat", although I've always been prepared for the moment it happens.
If it's something that's within the realms of possibility for them to actually achieved without being specifically trained, however difficult, I'll just assign it a relevant-feeling DC.
If it's something more akin to a "super power" then nope, can't do it (even AD&D tended to agree with 3.5E there that you can't just decide to fly around without the ability to do so).
If it's a feat that just grants a bonus, then it really doesn't apply to this situation anyway.
Examples:
Dazzling Display
If someone didn't have the feat but wanted to try and intimidate an enemy with their weapon prowess, I'd give them a chance at it (as well as a chance of fumbling, dropping their weapon, and looking like an idiot)
Dodge
+1 AC bonus? Just ignore this one.
Extend Spell
If extending the spell was critical enough to the situation/storyline, I'd probably give them a check against the relevant casting attribute, but would make it clear it's because they're under stress to get a result and not something they can just attempt whenever they feel like it. There'll also be a chance of the stress fizzling the spell completely, though.
Master Craftsman, Scribe Scroll
Not something you can really get right just by putting in enough time or effort, you need the training - unless you happen to also have a book handy explaining what to do (in which case I *might* be persuaded to give a chance of it working in some shape or form - and as above with a chance of backfiring too).
I see it as a GM's job to come up with those kinds of spot judgements if a character attempts something, and not to just say "newp, the rules don't say you can do that".
I think I understand the feats feel constraining mentality. It isn't so much that in AD&D you could just pick up two swords and fight if you wanted to go Florentine style... You can totally do the same in 3.x BUT in 3.x you NEED a stack of feats to be good at it and not embarrass yourself in combat; in AD&D you fought pretty much just like everyone else who were holding two swords. It is the same reason you NEED to build for a specific end goal when playing 3.x games where in AD&D you didn't build anything you just did what you wished. Still a 3.x fighter has lots of tricks open to him an AD&D fighter never did largely due to feats.
I never really felt constrained by feats. It just never really occurred to me. For the most part, anything that's reasonably feasible to do, we just do.
I will go a step further and expand some feats, however. Weapon Finesse, should really cover more than just a few weapons(can't recall if PF changed that, still going from the 3.5 restrictions) and I drop the +1 BAB requirement if I'm DM'ing. The feat feels like it was meant for DEX based classes, but that BAB requirement prevents most of those classes from taking it at 1st level, so I toss it.
I haven't had the chance to do so in game yet, but my plan for the next time I DM is to just let everyone use Weapon Finesse for free. It's a weak feat, and for the characters that would actually be using it, it would be second-nature to them anyway.
Each feat they add to the game is another thing you can't do until you take the feat.
While I generally disagree, I can think of a few glaring examples that seem to support your view — one being the controversial "Antagonize" feat. I tend to view options that actually eliminate roleplaying opportunities (or setup very contrived ones) as being poorly designed. I'd take a rather dim view of a GM's prowess and sense of fairness if they implemented a cut and dry, MMO-like "agro" holding mechanic rather than allowing a PC with the proper skills and RP-creativity to taunt intelligent enemies.
Josh M: Weapon Finesse in Pathfinder applies to ALL light or finessable weapons, and it does not have ANY requirements — BAB or otherwise.
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I've always operated under the philosophy that you can attempt to do anything regardless of what you have on your sheet... it just probably won't work. Metamagic feats and weapon finesse are the only real exceptions to this that I've found, which is why I grant Weapon Finesse for free and metamagic feats are relegated to magic rods only or as spellcraft checks (for things like Silent Spell).