Will Dark Phoenix enjoy the benefits of feats as long as she meets the prerequisites? What feats would go well with her and would Lazarus Pit work on her?

To begin, not all feats will works on Colossals even if they meet the preresquisites. Check the universe specific E&C documents for complete lists (links to pdfs in my signature), but off the top of my head Shellhead and Lazarus Pit have both been ruled to not work with Colossal figures (even though there is nothing in the text of the cards to indicate this).

Otherwise, you can use most any feat you like. In my mind, the two best choices for her would be Repulsor Shield (keeps RCE guys from dealing that extra 2 damage) and/or Fortitude (if she gets hit with Disbanded! BFC, she'll lose her Power Cosmic TA and be vulnerable to Outwit. Fortitue is Disbanded! insurance... though I'd only seriously consider it if you know people at your venue like to use Disbanded!).

The biggest thing to remember, though, is that you can't use feats at all during a multi-attack. Since you'll probably be using the multi-attack a lot (it is one of the Colossal figures biggest assets), I'd really hesitate to use offensive oriented feats like Armor Piercing since you won't really have much call to use them.

Thanks for your help!

haha...xandy, what i did last wednesday was legal...haha

Ha ha! Armor Piercing on a fig with 7 damage? Now that's just silly.
For feats, you could consider Look! Up In The Sky for upping her speed when she captures a fig. Otherwise, not a whole lot of feats you'll wanna use. Maybe Thwart? Or Dissent. Auto Regen isn't a bad choice either.

Not when that figure also has 3 targets and could potentially be firing at figures with damage reducers

Where does it say that Multi-Attacks can't use offensive feat cards like Armor Piercing? I wasn't able to find it in a rulebook?

Anyways some feats I suggest that people aren't too aware of include:

Dissent - To cancel team abilities like Mystics/Arachnos that will probably be troublesome if you're constantly taking clicks back from damaging them. Every click you save is quite important considering that you're more than likely playing Dark Phoenix alone.

Drag - With such a large base it is easily able to take many targets to drag with. You may still need to roll (probably follows the same ruling as Shake Off) but it's a way of dealing damage to some Mystics characters to move them off elevated terrain. Or simply use it as an ability to move opposing giants around to block enemy fire.

Look Up In the Sky - Oddly enough this is probably the only time that this feat is quite handy to increase your movement capability if you plan on using the Capture power often. I would recommend "Double-Time" too but you can really only use it during your two Earthbound clicks. Good way to get her off those clicks if you intend on getting powers back.

Nanoarmor - Can;t ever go wrong with limiting the ways your opponent can damage you... kinda like how Repulsor Shield was recommended.

Protected - What character can't benefit from Protected?Remmeber though that you need to not have two tokens to make use of this feat. So try to plan out when not to push.

Thundering Blow -If playing 800-1000 point Dark Phoenix, you can use Thundering Blow to increase your attack values early on in the game, to ensure better easier hits.

Thwart - You may want to use this feat to shutdown opposing feats. Based on my understanding it is a targetable action and can be used in conjunction with the multi-attack. Dark phoenix has an impressive line of fire to almost everything, so it's a very valuable feat to have.

Automatic Regeneration - Late in the game if you've reached her Regen clicks, this may help you out in keeping yourself alive for a bit longer.

Damage Shield - not a bad thing to have as a mini- Mystic ability for yourself against close combat attacks.

Nova Blast - If you're planning on going all out in the end instead of Regening, Nova Blast can make use of that 5 or 7 damage Pulse Wave effectively.

Here:

And there:

Did you check the multi-attack description

MULTIATTACK (optional): Give this character a power action. It can use two free actions against up to two targets per action. These free actions may be power actions, close combat actions, and ranged combat actions, though free actions gained from this power can’t be used to activate this power. Make an attack roll for each attack, if any. Any damage dealt by one of these attacks is reduced by 1, minimum 1 damage. This character may not use feats when using this power. This power can’t be countered or lost.

Won't work. The prerequisite is the damage symbol. Colossals have the symbol.

But Thundering Blow only really helps the character's teammates. Doesn't really help Phoenix (especially since it is likely she's the only character on the team).

Uh, no. See the multi-attack description above.

Who said it was illegal?

Why would I put Repulsor Shield on her when she is immune to Psychic Blast, as are all colossal figures.

They're not immune to RCE.

um..i thought DP couldn't be feated? well, i guess i learned something new today

Spectre and now Galactus cannot be feated.

Dark Phoenix can, with exceptions.

I noticed that DP cannot have Shellhead. I looked under her and missed it but someone brought it up to me and looking under the FAQ for Shellhead it says "Shellhead cannot be assigned to
colossal characters"