EverQuest had its issues and Blizzard improved on most of them, but one thing EQ had that WoW doesn't is surnames. Once you hit level 20, you could choose a surname for your character. Star Wars:The Old Republic is implementing something similar, only you create a family name for all of your characters. I want to have Roblinator Shinycollector or Peenk Sparkles.
I would also love a sidekick or mentor system like in City of Heroes. Two players of vastly different levels can play together by temporarily kicking up the level of the sidekick or temporarily lowering the level of the higher-level character. I know we have Recruit-A-Friend and there are all those levels to be given, but it's just not the same as playing together in level-appropriate content with balanced experience gain. I want to invite friends to play and run dungeons together, not run them through dungeons.