A moogle companion. Ideally one with its own type of job system because I really want a moogle knight, a juggler, and an animist.
More solo content. While some people might say "why do you play an mmo if you don't want to play with others". I do want to "play" with others, just not battling. I like talking with people, and helping out someone by crafting stuff (and receiving crafting/materia help if I need it), and trading, and using the market board. All of which are MMO things that aren't actually fighting in a party. I like to fight alone (and/or with AI), at my own pace.