I think the obvious answer to this is the dance studio, which we know is still in some sort of development. Now granted we haven't heard about exactly what is happening in this front in a long while, but still, one has to have faith that it might magically pop up in patch 5.3.
Now that warlocks have green fire (assuming its not pulled back again), what is next that has been long requested or desired?
Besides the dance studio, I would have said the 11th character slot before MoP came out. But now that we have that, it's another major wish granted.
A larger starting bag would be another thing that's been long requested yet never delivered. In this regard there is a pretty steep technical problem that'd need to be solved first, which has to do with the way the inventory system was initially designed. While we don't know the specifics, it's been hinted at that the first bag size is essentially hard coded into the character records (again, hinted at, don't that this as 100% fact please).