I've been using Axure for almost 2 years now on a regular basis. One of the areas that regularly trips me up is the 'sitemap' and handling of individual pages. I tend to build more web apps than web sites and find I need to group my pages in sections.
So my first request: The ability to add folders to the site map, or something that would allow for more organization. Right now I just create empty pages, but when I generate a prototype, I get a lot more junk thank I need.
Along the same lines, my wireframes and prototypes rarely tend to be the same. For wireframes I mockup most pages individually so they print nicely and can followed easily within a document.
For my prototypes, I make extensive use of dynamic panels to minimize page reloads.
So my second request: When generating a spec, I choose to leave pages out, but when generating the prototype, it generates everything. Can the prototype generator be updated to allow me to only create the pages I select. Again here, the existance of folders would allow me to store the wireframes and prototype in the same file, while generating separately. Today I have to manage two different files.
And to agree with someone above, add the ability to rotate objects.