How about a drag and drop to upload/assign featured images!
Why? Clicking on "Set featured image" takes time to:
* open the media library
* wait for all thumbnails in library pop up to load, which can take a while if your default thumbnail size is bigger than 100x
* drag-n-drop, then wait and do nothing while uploading
* manually click "assign"
Would make more sense to drag-n-drop your feature image in the "Featured Image" metabox, continue on editing page attributes or modifying the content, all the while your feature image is being uploaded with a progress bar.
Assigning feature images, especially with larger images on larger sites where you're adding 20-30 pages in a day is very interruptive, it stalls all progress in an otherwise easy-flow.