I'd love to see on-disk bitmap indexes. I noticed there was an attempt to add these around 2009 but it was abandoned after being (apparently) nearly completed. [1,2] I'd like to see these because it would make Postgres better at data warehouse applications. I've been thinking about volunteering to add them myself, but I've never looked at the Postgres codebase before, so it seems a bit ambitious.
A minor feature I'd like to see is to allow ORDER BY on UPDATE statements to avoid deadlocks. If you have two multi-row UPDATEs that hit the same rows but in different order, you've got a classic deadlock setup. Apparently you can sometimes control UPDATE ordering by persuading Postgres to use certain query plans if you really know what you're doing, but that seems like an undesirable requirement for most users.
To answer your bullet points, Postgres is my #1 database choice, but I've also used Oracle and MySQL many times and sometimes still do. Neither of these features are things that are preventing me from using Postgres, but I've sure wished they were there. In particular bitmap indexes seem useful to many people.
[1] http://www.postgresql.org/message-id/20090111104442.GA3503@e...
[2] http://www.postgresql.org/message-id/20081101000154.GO27872@...