I don't want FFXIV to be FFXI-2, but at the same time there are a few things that I miss that I wouldn't be unhappy if they added them:
Macro books -I'm running out of space already
Gear swapping for optimization -at the moment of course you cannot swap gear while in active mode, and when you do swap gear in a macro there is a second delay between each and every single item ><
/assist
Low level NMs
Pets! I loved my BST /cry.... I even miss seeing those blue flying rats flapping around :P
Haste
2 hours
Player search ability and display of their current job/location- this applies to LS listings; I'd like to be able to see where LS members are and what class/job they are on etc.
Dual wield

I won't mention event areas and BCNMs etc as I remain optimistic that the Company stuff they are going to add will involve some of this