I would like to see an improved interactive console similar to those in MatLab and the eclipse-based IDL workspace. Basically I would like to a shell or interactive console window that is always open, and which can access the variables from a script that has just been run. This type of feature is available in the MacPython IDLE, DrPython, SPE and eric4. In my opinion not having a similar interactive console in pydev is its biggest downside, and if it gained one it would become my editor of choice.
I also enjoy some of the features of the ipython improved interactive console, mainly its matplotlib mode. If I start ipython with ipython -pylab, then the script will continue running after making a plot with matplotlib. It is basically an automatic way to make plots run as a separate process. Incorporating something like this into pydev would also be a great feature.