One of those things that other MMOs have, but I don't know if the coding in FFXI will allow, is inventory space that can be accessed by all characters on an account.
It would make the process of transferring items between your main character and mules a lot quicker than eight items at a time through the delivery system, and remove the back-and-forth from Mog House to Parcel Deliverers.
I'm not saying that we need more inventory, just a 'bag' with this functionality (I'd suggest a Communal Chest accessed from the Mog House). Add in a fun quest to unlock it, with pre-requisites such as a lv.99 job (or three) and it would make a nice addition to the game.