As a theme developer, I've got many times this problem:
You see, for some features of your themes you may need few plugins (or dozens), and many times your theme might just not work whithout them.
So you have to:
1. Bundle those plugins with your theme - and have users read dozen-lines installation instruction (not retarded-proof!).
2. Re-build or copy the functionality in your theme - more work...
WordPress has a great one-click installer for plugins, and theme developers should benefit of this.
It would be great to have an api, and with a few lines of code, to request and automatically install plugins you need for the theme just after/just before activating it.