So far the major things I want from FF14 is a better UI (menus within menus? no thanks), jumping so I can explore the world how I want it without feeling overly restricted.
Another thing that bugs me is like "oh do you want to do this move aoe or single target?" which is nice, but I'd rather always have it do aoe unless I specify otherwise. Another thing is I have no mana regen in combat, and it's slow out of combat. Additionally, manually having to enter combat is stupid, and there's no option I can find that disallows self clicking on your character (argh that pisses me off when I go to click an npc and click myself instead) instead of on your "portrait" (hp bars).
There's way too many situations when I'm playing where I go "wouldn't this be easier if they simply did this instead of the obtuse way they have now? oh wait this is japan..."