One feature that I would love to see when composing or managing a post or page is whether to give it public (not logged in) or private (logged in) status. Setting a page or post to "public" would appear as normal, but "private" would never show up in the list or in a search -- i.e. anyone not registered would never know it even existed.
For the moment, I have set my WP install not to show pages, I link them manually through my site. However, they would show up in a search. Anything I've wanted to keep private I've had to move off the blog to a hard-coded page.
Put simply: There are some things I want available to me, or those who I allow to register, but not to the rest of the world. :P