My list (many already mentioned, but figured it is better to state again in case someone is counting):
1. Feature to handle books in a series
2. Option to turn-off "Auto-off"
3. Power-on returns to last page read in last book opened (bookmark?)
4. Mark book as "Read" without having to page through entire book
5. If you are going to keep the quotes, then lots more of them :-)
6. Goto page (might not be necessary with bookmarks and "mark-as-read")