From my experience selling Macbooks - most popular is a 3g card (there's just something awesome about having a card that's in the computer always, as opposed to a USB dongle), but beyond that there is nothing that the average user *needs* - but I agree 100% that it's a nice to have, and not having it does significantly decrease the expandability of the platform. Some things you now can't do AT ALL:
1. eSATA at decent speeds
2. External sound equipment, as mentioned above
3. Drive 2x or 3x 30" LCD's from a MBP - there is an external graphics that interfaces via Express Card (remember, express card ties into the PCI-E Bus - it's basically as quick as a PCI-E 1x link, OR uses USB - both are available)
Things you can't do as conveniently as before:
"Internal" 3g modems, memory card readers, etc etc - all of these things can be done externally via USB, but that really is a bit of a pain.