One very simple one - when writing code, when we hit "enter" it would be really nice if it went to the same indent, i.e.
void Foo()
{
if (foo) <- I'm about to hit enter here
> | <- I would like the cursor to be positioned here
Another request - the Ctrl-K shortcut indents the code if any of it is at the first column, but outdents otherwise. It would be nice to have a shortcut to always indent, so it's easy to indent a whole block of code. (Usually I add an extra line with a character at the start, then select the whole block including the new line, hit Ctrl-K and then remove the extra line, but that's a pain.)
Oh, and finally: a shortcut key to display all the shortcuts as an overlay, like Google Reader does. (Press "?" in Google Reader to see what I mean.)