These are all things I wish I could do without jailbreaking my device. I don't want to jailbreak my device, mainly because I want to keep up with the latest updates and not worry about continually jailbreaking my device after each update.
I wish the Apple cloud would remember what I have paid for.
Having had an Android phone for a while, the most consistently annoying thing about iTunes is that your app purchases aren't remembered "by the cloud". On an Android phone, the Android Marketplace remembers what apps you have purchased and lets you download them again without paying - even if they are not currently on your device.
This is important because after a few years of owning iTunes based devices, I have around a thousand apps on my PC - only a small part of which I can even fit on my iPhone at once. When I am at work (or anywhere away from home) and see a review for an amazing iPhone game or app, I often first wonder "do I have it already?" Most times I won't get the app because I can't remember if I already paid for it; I don't want to risk paying for it again, so I usually just forget about it altogether.
iTunes can really learn a thing or five hundred from the Android Marketplace - you can see all the apps you have purchased, you can register multiple phones and install apps to a given device from the web. Amazing.
I wish there was a quick settings app.
I wish there was an app that would quickly let me change basic settings like toggle wi-fi, bluetooth, 3G etc - like My Settigns Pro on Android.
I wish I could do more with folders.
I wish iOS had a better folder model - one that lets me change how many icons it can store, nest folders, rename icons, handle scrolling within folders etc.
I wish there were better camera controls.
Perhaps this is a hardware issue, but I wish I could control ISO settings, shutter speed etc on the camera.
I wish there were alternative soft keyboards
I want to have a choice between the built in keyboard or Swype or Shapewriter. There was a small number of keyboard apps, but they have all disappeared from iTunes.