Basket Windows:
Make column layout completely configurable (it appears to be, but insists on some columns remaining, like the percentage, multiple quantities, two copies of the ticker symbol, etc., and behaves unpredictably when trying to move/resize some of them).
Make it store the user's layout, including the size of the main window, the individual frames, all column widths and positions, etc.
Allow setting default answers for the rounding and program-trade dialogs.
Add commas to total share counts and currency amounts (as was done in other places in TWS).
Prevent the user from closing the basket trader window when it has live orders in it. I just did this accidentally, and now do not have access to the individual baskets any more - only all the orders on the pending page.
Previously mentioned: Alow user to configure whether fill sound is played on fills of individual basket orders or not. People who use them for non-marketable orders need this. I currently have to run a program that watches for changes to the FIX exec .rpt file and play a sound when it changes, which results in multiple sounds when I get fills from outside the baskets.