It would be nice if we could subscribe to an RSS feed of all the questions that match your 'favorite' tags i.e. an RSS feed of the questions that get highlighted as yellow when viewing the question list.
You can achieve a similar effect by combining tags as described here and here, however this is a pain to maintain, requiring the RSS URL to be edited in the feed reader if you start monitoring new tags, or stop monitoring old tags, also you have to worry about getting the syntax correct (c%23 instead of c# as an example).
It would be much nicer if we could simply subscribe to a URL such as:
https://stackoverflow.com/feeds/user/interesting/41301
Then you could change the tags that are included in that feed from the ‘prefs’ subsection of the user account area.