I am generally only interested in a select set of tags to monitor. Depending on which page I'm looking at (reading a question, having a list of questions open, looking at one's stats), the set of favourite tags is in another place (or sometimes not visible at all).
It would be great if these were consistently at the top somewhere.
Besides that, I would also like to more easily monitor my own recent questions. It is not uncommon for me to want to look back at my own questions in, say, the weeks that follow, even after conversation on them has run dry (i.e. they have sunk in my inbox).
I noticed that at least one other person has part of my frustration, but there were not many comments there. Screaming in the desert, are we?