One major thing about most people are complaining is the login screen.
They all need
1) Custom Registration fields
- can be done with functions and add_action
+ better would be when the profile fields are easy to modify and have an option to be set to the login/registration/pass screen (incl. mandatory)
2) Integrate with their site
- currently we are loading login.css & colors-xy.css
+ good would be an is_login() conditional tag for your functions.php; this way you can add stuff there without knowing about core hooks like admin_page; there are some examples on how this can be done;
+ better would be if the login page is a "protected auto-existing" page (not deleteable and if not registered, added to the db on init, simply one function; therefore it would be themeable, which would just be: (one word) GREAT!
The first step (styling) is done since a half year and (here we are: http://core.trac.wordpress.org/ticket/12506) no one cares. I already made and tested a patch. Could be re-tested and added.
Related Example: http://wordpress.org/extend/ideas/topic/costum-ui
Thanks for reading!