Editable address bar
The thing I miss most about the Windows XP file explorer is not so much knowing where I am with the address bar, but the fact that I can edit it easily to move from folder to folder without having to browse around using the mouse. It would be really nice if the Finder had an address bar with the current path in it, that you can edit to quickly change from one directory to another. As a programmer, I am moving from directory to directory, and they may be in vastly different locations. Or I may need to connect to a file server that is mounted. It is a whole lot faster for me to type /Volumes/Blah than it is to grab the mouse and click around until I can get to the volume I need.
The other thing that would be nice if if the Finder would show the mounted volumes in the left pane. It only shows the connected server, not the mount points. So if I have a directory mounted that is deep within the server file hierarchy, I have to browse down to it with a whole bunch of mouse clicks, yet, right on the desktop, I have nice graphical links to the mount points!
Also, most of this I don't just wish for in finder windows, but also in the file browser windows when you are opening a file (or saving a file) in programs.