I would like to see greater admin ability at the database level - and the ability to lock that down to the server level. Many app teams want lots of abilities in their specific databases, but even in 2008, you can't give someone bulk insert privs for a DB. Server Admins manage the disk space, etc and then each database can have an admin as well.

My second choice would be able to have SQL run on Linux or some other barebones OS so the server's sole mission is running SQL.