I'd like to see the option to switch Pokémon into other Pokéballs (and more Pokéballs to choose from, as well as Pokéball effects, akin to those from generation IV) - the previous Pokéball would have to be lost to prevent abusing the Masterball; but I see that as quite a petty issue, and I think it is really more important to give the player options to accessorize their game with.
Which brings me to my second desire - for more clothes.
Gym rematches is another important wish for me; what is the point of a GYM if you can't TRAIN there?
I wish the Pokédex were improved, with older features, such as size comparison and weight included as well, but such things may already be in the game and I wouldn't know it since I haven't completed the game.
I'd also like to see Pokémon like Hitmontop ACTUALLY spinning, instead of assuming static poses.