According to Ithis post at IEblog, the most requested features for IE are:

# Tabbed browsing (far and away the most requested UI feature)
# Richer popup blocking (more than what’s in XPSP2)
# Better printing (don’t chop off the right inch of the page, etc)
# Richer, easier Favorites
# FavIcon fixed and used in relevant places in the UI
# Inline search (search field in the IE chrome)
# Richer Find dialog and functionality
# Find as you type
# Page Zoom
# Better keyboard support
# Roaming of settings / favorites / history
# Skins / Themes
# Mouse gestures
# Richer Download Manager functionality
# Better ability to delete browsing history / cookies / autocomplete / forms data
# Richer (and better documented) UI extensibility for toolbars, menus, right-click menus, etc.

So, in other words, people are asking for FireFox? Cause, if memory serves me well, FF handles most of that list now (not sure about page zoom).