The most recent "Oh wow I want this all the time!" moment came recently in Rift. They're doing a one-time event in honor of their newest dungeon, Hammerknell, and there's invaders from the planes of water and death running all over the place. Logging in, being surrounded by fog and thunderclouds, seeing a town being sacked by invaders, hearing the war horns sound out the call to battle, and suddenly being in a raid group of 20 people, all fighting back the otherworldly invaders, was just so amazing to me.

I would love to be able to log in to XIV, be riding my chocobo down the dusty desert roads of Thanalan, and then suddenly--! The horn sounds out! Garlean invaders are attacking Horizon's Edge! Within moments, nearby adventurers are picking up their arms and racing to the cause, joining forces against a common foe and saving the smallfolk of western Thanalan to live out another day, by the grace of the Twelve.

In other words, I would love it if there were a) randomly generated invasions from enemies like Garleans and beastmen b) auto-join options for raid groups of more than 8 people c) attacks on places like aetheryte camps that must be defended at all costs. I've never had such a spontaneous, thrilling experience in an MMO, and I would really, really like to have that in XIV.