(This is related to one of my previous posts on moderation, but I didn't think it would be appropriate to add another answer there.)
Recently I've noticed that when comments are deleted, questions (particularly questions from new users) are closed, etc., the mods (diamond mods and everyone else) are working together to write one or two fairly detailed, friendly comments explaining what happened, why, and what the appropriate response is, instead of either a single short comment (which might seem cryptic to a new user) or one of the confusing "help piles" that nitsua60 was mentioning in that same Meta thread. This is a good thing! It strikes me as being a much better experience for newbies, and speaking for myself, my enjoyment of the site has gone up a bit thanks to the subtle change in tone as we do the necessary work of curating high-quality questions and answers.
Other thoughts on this topic? Those who've been writing such comments, any particular techniques to share, and do you think it's a manageable/sustainable amount of work? For the really daring - the last big Meta discussion we had (resulting in two new mods, if nothing else) was a few months ago; is there any data on how we've been doing since as far as new user retention, question reopen rate, etc?