My 2007 List:
Per user and/or per database quota
I guess that this will be implemented together with catalog support.
Got it in 5.5! Thanks a lot! And the new MySQL Cluster even has support for sharing user credentials.
There is still no TNSnames like support.
Saving extra metadata about the database.
Using the comment field of tables for things like svn release, customer number and more still just feels wrong. And a database still can't have a comment... Using I_S is possible, but it's not supported to create FK's for that, so consistency is not guaranteed.
better protection against run-away queries
With mk-kill this is now easy.
I still have to use thinks like awk for this...
My 2009 List:
SNMP for statistics
SNMP for alerting
MySQL Enterprise Manager is quite good at this.
There is much more possible with the new plugin features in 5.5
And now the new entries:
SequencesThis could make single-row uuid tables redundant
See this blog entry from endpoint.com for the reason why.
Multiple triggers with the same action time and event
Host cache info
As explained in Bug #59404
A badly written UDF can crash the whole server. This will make the use of UDF's a bit too risky for some.
What's on your whishlist? A scalable query cache? JSON Features? Multithreaded Slave? Custom datatypes? IPv6?