Full unadulterated Addon support. You may consider this 'Wishing for more Wishes' but lets be honest if WinMX supported Addons we could extend its functionality indefinitely like how Messenger Plus! does for Windows Live Messenger.
It would enable some great things like a Browse Filter as Joshua suggested, clickable links in chat for websites and chat-rooms. And a bunch of other stuff that I can't think of right now but lots of creative things could be done