Have you heard of Microsoft Connect? It is a Microsoft website dedicated to soliciting feedback about bugs and feature suggestions for their products and SQL Server has a dedicated space on that website at https://connect.microsoft.com/SQLServer/feedback/.
That much you probably knew. What you might not know is that the site provides an RSS feed which provides a list of all new submissions; hence it may be well worth adding this feed to your RSS reader of choice so that you don’t miss an opportunity to vote for the stuff that you really want to see added to the product.
The feed is at https://connect.microsoft.com/rss/68/RecentFeedbackForConnection.xml.
Please add it to your reader and please use it to vote on the items that you think are important; don’t forget to leave comments too because sometimes the most valuable feedback comes in the discussions that ensue.