One desired feature for me is simplified shipping rate setup. Right now I have about 30 countries listed and if I have to go in and edit the price for various rates, it takes time (we can all thank Canada Post for jacking rates again).
I'd like to see Shopify implement something for all international countries similar to the setup you have for US states. You would basically create a shipping rate and then select all of the countries that shipping rate applies to. I'd have my rates changed in 10 mins instead of an hour.
Thanks,
Adele