I think there should be an option to move from a per site Meta of any Stack Exchange site, to the general meta Stack Exchange (this one).
Generally speaking, posting any feature-request, bug report, or general discussion to the per-site metas is perfectly appropriate for just about any situation. We are set up in a way so that these post are not relegated with second-class treatment.
If a post comes up that can truly benefit from a broader discussion by the entire network (i.e. something we've never seen nor discussed before), then the per-site moderators can move it.
But in general, we don't really expect the average user to understand (or have to learn about) all the nuances of what support should go where. Users simply want an answer to their question (or to suggest a feature, or report a bug) without being given the runaround about where they should have posted it.
So, no, I would prefer not to have an explicit "this belongs on meta SE" feature. Users should feel perfectly welcome to discuss issues that affect their site with their peer group without having their conversation whisked away for an audience they may not have even been aware of before posting. It could even be harmful to the conversation.