I think that the Suffle function on Spotify by far needs the most work. Personally, I would like to be able to Shuffle my entire music collection, rather than just specific playlists (preferably an option to do both). I would also like to be able to choose ceratin songs that I want to hear and then shuffle the rest. But, I have already seen both of these ideas on the Ideas board so I gave them Kudos and moved on.
One feature I did not see any idea for was the ability to see what songs are going to be played next in the Shuffle. Often times I am listening to a Shuffled playlist with my friends but I do not want certain songs to be played. Instead of having to watch my iPod as the song changes to make sure it's what I want, I would rather know whats comming next.