The most obvious feature needed for new users:
Blockchain download progress. Many questions arise from the client not providing this information. Newbies see the mysterious number increment, but have no idea what it is or why their transactions haven't shown up yet.
Yes, it'd be nice if the block chain was included in the download link, so the client started off with the full block chain. Also, if beside the transaction, something like "1 block since confirmation", instead of "1 confirmations", and at 6 confirmations, it simply says "confirmed", would be easily more understood by users.
I would like to see option to upload encrypted backup of wallet to some predefined online storage services or own remote server via sftp or ftp and ability to download it from client on another PC.
This would be nice.. I would suggest it be an advanced option, in the installation step where you input your email address.