1- Ability to make timelapse (like D4) without any cable or external tools.
2- Permanent illumination of AF point (servo or one shot)...man does it seem so hard.
3- Optimize AF - I'm sure there is a lot of space of optimization there in terms of speed, accuracy and especially repeatability. The fact that I must really use the "case" in AF Servo is always a challenge. I would really find a way to simplify this and make the camera adjust to the situation (other than the "re focus" duration if someone goes in front of AF point).....
4- To not shot the AF point that is in memory or at least give the option (right now, the registered AF point always shows).
5- In movie mode: Ability to do exposure compensation when in Manual and Auto ISO.
6- agree with others, in Custom function, change from AV to M to...etc. (this is pretty silly if you ask me)
it's not firmware related but would love to see better dynamic range :-)