Hi there, excellent topic idea!
Here's my list (something might have been already discussed, but here we go):
A) Item/Spell/Achievements/Quest links on the chat. Really odd this feature is missing!
B) Mouse over item compare! If I mouse over an item, please show the current item I've equipped next to it so I can compare the two easily.
C) Please, let us craft from the retainers inventory!
D) Sorting feature for retainers inventory, player inventory, armory.
E) Staking feature for retainers inventory, player inventory, armory (i.e. I click "stack all" and if I have two or more stacks of an item, they get merged in one stack)
F) Let us mount on the chocobo directly even if it is out as a Companion (it's weird to have to release him and then call him back)
G) Please save the interface/hotbar/macro settings server side or at least save everything to a file and let us know where it is so we can use it on different computers.
Continue...
