I'm really looking forward to vampires, because it seems like it's actually a threat without a permanent solution; any given migrant could be Orlok in disguise, and the only way to shut it out completely would be to immolate all your migrants on entry (which I understand some people already do, but whatever). At the moment, it feels like there aren't many threats that can be overcome without permanently neutering them (e.g. sieges and megabeasts cease to be a problem once I build up enough military strength and/or pressurized magma fountains to ward them off reliably).
Some of the dwarves' methods of making decisions are rather counterintuitive. There are several processes where the item/job is selected based on which one was created first; the only place where this really makes sense is constructions, and even there it would make more sense for more-recently assigned tasks to be done first. Workshops should respect obstacles when selecting materials and miners should mine the closest spot available.
The new livestock system has its flaws (some animals being incapable of sustaining themselves, livestock constantly beating each other into the ground because they all attempt to graze from the same tile), but it's still new, so there'll probably be improvements down the line.
I'll agree that implementing the filter-on-string function in as many places as possible would make navigating menus 100% less annoying.
Also, FPS. I have no way of knowing how many things could be improved or how easy/possible each would be to, but every little bit would help.
One last thing, which is really more of a pet peeve than anything game-ruining: that bug where items pushed around by flows occasionally vanish into a pocket dimension. It just feels weird.