The main issue I have in DF is the organization of the stocks menus.
-Animals need to be grouped by species, then gender, with pets listed before strays.
-Armor should be sorted by size, then thickness, then material, then quality (so dwarf sized adamantine platemail comes before dwarf sized steel chainmail, which comes before dwarf sized leather cloaks, which comes before goblin sized iron chainmail etc) which sorts in descending order of size - with the exception that clothing and armor sized for whichever race the player is using is always listed first.
-Weapons should be sorted by associated skill, then material, then quality.
In general, the disorganized stocks menu hurts the endgame tremendously. Arranging things by size/type/material/quality would simplify a lot of the issues players run into trying to do large projects.
Being able to stack items with no quality would be nice too, or at least have shops like the still either discriminate among stack sizes and brew the largest ones or have a set size where they may gather five stacks of 1 food to brew. Right now I have to grow eating and brewing foods separately, otherwise I end up with a lot of Dwarven Ale (5) cluttering up my stockpiles. It would also make coins non-lethal to produce.
And of course, a link to the wiki in-game couldn't hurt. Maybe have that in the help files, a link to resources which points to the forums and wiki.
Edit: Personally, I don't think the games UI is that bad. What it mostly needs is a good walkthrough or some clarity. Once you understand it (dealing with things that already exist are "d"esignations, building things that don't exist is done with "c"onstruction) it makes a lot of sense. I think the tutorial, when it's written, will clear up a lot of those issues.