Integration with WinDBG.
(As long as it wouldn't be an overwhelming project, and wouldn't have any negative side effects).
This would just be a "Nice to Have" though, certainly not essential.
Another thing I always wanted, is the capability to use a 3rd party diff viewer.
Although DIFFzilla is very good, I'm really partial to Beyond Compare. I was able to hack Diff.e so SE would use Beyond Compare instead of DIFFzilla, but there's a few small issues with the hack. Having the option in SE to substitute the diff viewer of your choice, where it would work in all cases, would be really nice.