I know a lot of these have been suggested already so if they have been, I'm just agreeing with what others have suggested. Also I've only had my Zune since Christmas, so some of these may be there but I just haven't found them yet.
- PC Software - ability to edit metadata (like you can in media player or itunes)
- PC Software - multi song edit (like you can in media player or itunes)
- PC Software - ability to view and sort by more meta tag and file information (like you can in media player or itunes)
- PC Software - in fact the ability to use media player instead of the super dumbed down Zune software!!
- PC Software - auto playlists!!!
- PC Software - ability to group songs (i.e. in shuffle mode always play the grouped songs together)
- Zune - shuffle by album (i.e. pick a random album and then play it start to finish in order - the ipod can do this)
- Zune - ability to add a song to the quick list (or any other list) while it is playing
- Zune - auto playlists!!!
- Zune - EQ
- Zune - Ability to group songs (i.e. in shuffle mode always play the grouped songs together)
- Zune - Ability to create playlists (other than the quick list) on the device
- Zune - A "Shuffle All" menu option for playlists
- Marketplace - ability to buy through a browser not just through the software
- Marketplace - get rid of the points system
- Marketplace - browsing is very difficult and frustrating because if you page down through many artists or albums, then click on one to check it out and then page back, you have to start at the top again