#1 - One-way phase lane connections. With these we could design maps with interesting strategic possibilities, though I must admit the main reason I'd want these is for a pirate base you couldn't assault, super weapon, or even explore (bwahaha - I love pirate raids

). Not sure how technically feasible it would be though, nor how you could represent this on the strategic level.
#2 - Intersystem connection support for the galaxy editor.
#3 - Stacking phase inhibitors, though you've probably heard enough about phase inhibitors...
#4 - Jump countdown timers on units and enemies (so you can see how long they have to go before jumping). Mainly for use with phase inhibitors + jump interrupt abilities to eliminate some of the guesswork.
#5 - Stop the returning Armada from eating my fleet support into crazy negative values. As much as I love having more ships than I know what to do with, having -136 fleet support is surely a bug?

#6 - More challenging AI - A lot of the games I've played to date have effectively been 'coop' games vs. the AI, so making the AI hard for these would make for more enjoyable games.
#7 - More detailed information on what a second point into many of the techs actually does. Often there's no indication of what a second point will do (shortened cooldown, more free units? What?). Similarly for capital ship abilities where a second point doesn't change the described ability or stats at all.
#8 - Orbital turret option, possibly researchable?

. I either want to protect "The Planet" or "The Structures", and currently I can only do "Half the planet but sorry you're going to die if you live on the other side of it". Besides, orbital turrets would look cool.
#9 - Hugs and kisses for the development team for making such an entertaining game, and continuing to support it post-release.