I really like customizable charting. I think one of the reasons Real Tick has stood the test of time is this feature. Here are some examples of customization I'm referring to
1)Snap to window--having either all the data appear in the chart window, or just the current data, with past data viewable by horizontal scroll bar.
2)Periodicity--being able to pull up one minute, six minute, fifteen minute or whatever period of time you choose for your bars.
3)Total time--being able to have the chart span one day, two days, four days, etc.
4)Pre and post market charting capabilities, not time and sales charting, but actual trades, just like in regular session trading.
Some of the better charting platforms, like CyberTrader, Tradecast, and Real Tick as I mentioned, have features like this. Some others like Virtual Trader and Redi Plus aren't very customizable.
Another feature I like is having the entire ECN books integrated in the level 2 montage. Most platforms have the ISLD book integrated, but having the Redibook is a plus. The other ECNs typically don't have more than one bid or ask near the top (I don't think so anyway), so ISLD and REDI are the only real important ones.
I don't really know how you could improve on other features, such as most active lists, trade blotters, tickers, etc. They all seem pretty similar to me.