Linear animation curves (cloud movement doesn't ease in and out, and having to make and import linear .chans from other apps is actually a nutache).
Expanding the inputs of nodes so other nodes can drive features (e.g., a power fractal controlling the placement and intensity of warp).
Allowing image maps to drive the intensity of reflection on models.
Colour variation in populations, especially individual materials (i.e., foliage).
The choice of smoother waves in the Water Shader.
edit:Is that 5? If not, here's another
When saving a scene, the render preview window is grabbed and saved as an icon image for the file itself. So, when you go to load a scene, you can have at least an idea of what the file is through a little piccy.
That's 5, isn't it?.......