A feature I put to great use on my Android phone and even my old Sony Ericsson's that I would love for WP is profiles. Had a number of profiles defined on my Android which would activate at certain times so for example at 08:00am, a work profile would activate that would turn my volume down, WiFi, BT off and then at 05:00pm change to another profile with different settings. I really miss that feature on WP. It was nice to set up all my profiles one time and not have to worry about turning the phone down at night or switching off WiFi when I know I don't need it. Hopefully something like this comes to WP in future.
Another feature I miss from Android is decent data management. Lately my WP phone is using about 10 - 12mb a day and I don't know what is using that data. Have even recently scaled back using the phone during the day and removed some apps such as my RSS reader to try and work out what is using data. Had a great little app on Android that would break down by app and day and time what data is being used. Find it helpfull in micro manageing my data usage. I hope the current data management app on WP gets expanded to something similar. Personally would find it very useful.
Apart from that I am sure I could name lots of other things, some of which are obvious. The two mentioned are rated as a high priority on my wishlist.