A feature to export the current selection to a PDF would be extremely helpful. It would allow you to draw a little sketch, select a box around it, and paste it directly into other documents (e.g. pdf-latex, but perhaps also word processors).
Of course one could export the whole page as PDF, but then there will be a lot of space around the sketch, and one would need some other tool (adobe pro?!) to reduce. Therefore the paper size of the generated PDF should agree with the selected box. That would be easy to determine for a rectangular selection. For an odd-shaped selection one should pick the minimum rectangular box that fits around it.
Exporting the selection to a bitmap would also be some nice option, ideally with customized resolution (although it could already be done by an external capture tool).
Export to SVG (at least the strokes) should be feasible, too, even without an elaborate SVG engine because it is reasonably simple to write a sequence of move to, draw to, set thickness, set color in this format.