Cross-fade playback. The PS3 has it and it works really well blending the tracks together. Don't know whether its possible for you guys but would definitely be a fantastic addition.
Dynamic Normalising. Some tracks are louder than others, namely those that were produced a couple of decades ago.
Customisable Equaliser. Another great feature that could enhance the tracks we listen to.
DJ application. Feature and application that allows the user to actively mix tracks together DJ style.
Full mobile experience. Screens are plenty big enough nowadays, desktop layout on mobile? Much love.
I'm just suggesting ideas here, obviously don't know whether its actually possible to integrate them into a streaming app.
Been a premium subscriber for 6+months, great service though potentially lacking feature wise.
An example is PowerAmp, probably the best mobile based music player, packed with equalisers and everything.
With loads of features Spotify would be the obvious choice.