My wish would be a direct include for DLL into the EXE like BlitzMax does.
Addtionally it would be fine to have a multi-OS tool for creating UserLibs. This would bring a "rush" in providing/development of extensions for PureBasic, especially for MacOSX and Linux, where we have got nothing actually.
Another point would be a native support for SQLITE with the same commands and command-structure like ODBC-databases. Maybe just only a flag for using the "internal" SQLITE-db. As far as I know, there are ports to Linux and MacOSX available.
More read/write-access to gadgets parameters (multi-OS): Like cursor-position, cursor-selection, foreground/background-colors, Z-order, etc.
More PB (multi-OS) events for gadgets: Changes, Access, Return, etc.
Accessing keyboard events without shortcuts (like BlitzMax).