Coming from a long line of games and having seen the advent of some truly great games you tend to build up expectations towards future games.
WoW for me was no different, I had expectations and for the most part these expectations were satisfied by WoW but as always the devil is in the detail. It's the small things that you've seen elsewhere or always dreamed about that simply never made it into wow.
Here's a shortlist of some things I thought I'd get, but never really got:
1. Customization. The character creation screen was the first and last thing that was customizeable on your character. I had expected armor dyes, haircuts, the ability to somehow customize weapons and armor as well as a general feel that your character could change over the time you played it. In truth you can't really afford to sacrifice your gear bonuses to look good, it's not an option for anything but a bank toon.
2. Languages: They're there, there's common, there's orcish, there's gutter speak. There even is a language barrier between factions, and yet I can't go and learn tauren and even if I could it would make no difference.
3. Epic PVP: PVP on a large scale, large NPC + player armies beating the snot out of each other right there, in the middle of all the people doing their daily quests, mining or whatever they choose to do. I wanted a balcony seat, something to watch while I was idling away my time or fishing. World PVP is about as epic as a nubless pacifier as it is now.
4. Progression paths for single player. Yes this is a mmorpg, but from a developer perspective it's really easy to build a few ladders to climb for single player. Single player instances (or two player instances just the same), quest lines that can only be done as a single player (reset if someone else helps) and similar things can really help to tie someone to your game who simply doesn't have the time (or willpower) to sit in queues or have to deal with guilds waiting for pugs.
5. Collectibles: Really, how come there's not more to collect? Why aren't there epic cool looking armor sets that are worth collecting (give them a box so they fit in 1 bank slot)? They don't have to add anything to your character, but who wouldn't want to dress up as Uther lightbringer or a real orcish grunt. Where's our costumes, our collectible coin set? So far you get to collect pets and that's pretty much it unless you want to start setting goals for yourself (collecting mounts for example).
6. A proper crafting system: Something component based so that you can actually manually put together a gun that actually differs depending on the components you use. It's possible, I've written one for Ultima online back in the days so it's not rocket science. A solid component based crafting system can do wonders and will attract the non-fighting people too.
7. Non-combat activities: How come everything I can do at some point requires me to be lvl 35, 50 or 70? There's no way to get experience without fighting (discovery xp doesn't really help) and as a result there's nothing to do for people who don't like to slice & dice monsters. Also the most notable reason why my gf never made it to wow, she doesn't like killing.
8. Re-integration of older content. There's no excuse for azeroth sitting there and rotting away. A good crafting system could bring live back to the old world and the old world instances. There is no one there except bots and people that are levelling. Why not toss some crafting recipes down there with components that can only be gotten there?
9. Ingame games: Where's the ingame games? Can I play a game of chess with other people? (yes bad example)? Can I turn monsters into cards so I can have them fight each other in a virtual game of cards? A few ingame games tied to some collectible items can go a long way to tying players to your game. If they just want to log in for 10 minutes realistically what are they going to do? Fish? Give them something they can play for those 10 minutes.
10. Loot that makes sense: It's one thing finding a club on an orc, it's something entirely different finding a polearm on a buzzard. Loot tables should make sense, if I whack a buzzard I should expect feathers, a beak and maybe something it might've accidentally eaten. If I find a super healing potion and a polearm this kills immersion. You can drop realistic items that can be useful.
That's 10, that's enough (we don't want to sound whiny). There's so many more so feel free to add your own.