Slide out physical keyboard, notification LEDs or some form of cool lights, a dedicated camera shutter button, and a scroll wheel / touch pad like what used to be on the blackberry or like the LG KE970 I really liked that.
I really miss notification LED's though, always on display is good, but a little light is going to use far less battery and be immediately apparent from across the room by the colour what app the notification came from is.
edit : formatting
That sounds infuriating, I really miss these features, its not like there isn't even space to put them in, screen real estate isn't everything.