[Rothbardian]

With one day's experience with the thing, here's my wishlist:

Get rid of the arrows around and text at the bottom (side, when landscape) of the screen; they get in the way when reading PDFs.

For PDFs: quick-jump to the bottom of the page, and return again -- for reading footnotes!
Related: quick-jump to another page, and return (for end-notes. Note that some books have both. If you change the page while in an end-notes-jump, it should remember the new page when you return, and go there next time. If you page-forward in a footnote-jump, it should display the bottom of the page, where the continued-footnote will be...)

Quick-navigation (go-to-page; a scroll-bar type thing that could move without updating the entire page, if that can be done in real-time, would be preferable, I think)

Read-while-charging

Ability to switch style sheets in epubs that have more than one (e.g., when the link element pointing at the style sheet has a title attribute)

And finally, a "pony": the ability to slave the thing to the computer, when connected -- let the computer draw on the screen and most of the buttons (the D-pad in particular) simply tell the computer they've been pressed, with no further function.

Oh, I nearly forgot: DjVu support!