Right now, each Stack Exchange site has its own Recent Activity page (https://stackoverflow.com/users/recent/userid). I find these pages immensely useful, as it's nice to see recent changes in rep and favorites. (I track it daily to find downvoted posts that I can improve upon).

I would suggest a universal Recent Activity page that aggregates your activity across all SE sites. This would prevent the need to track each individual site's activity page to get an idea on what's been happening on those sites. Right now, we have messages tracked across all sites, but I think adding rep and favorites could make things much easier in general.