HBO Go, please. It's the only thing I use my 360 for these days.
Pretty sure the blame for that goes to HBO. They make the app. I'd love a Dish network app too. It's on the PS3 already.
Since we're all making list, here's mine:
-Suspend/Resume. This is a must since it was promised at the announcement of the damn console. Need it before the RPG's hit.
-Fucking FOLDERS. How is this not there yet?
-Better media support. Pretty sad the PS3 is a better media player in every way. USB support for videos, please.
-1080p .png captures for photos. Not a huge deal to most people, but I know myself and other gaffers would appreciate it. Xbox has it.
-Friend notifications. Considering it took months to get the ability to pause downloads, this might take another few years.
I really wish Sony had a better firmware update team. Microsoft has updates for the Xbox One that make it a much better console literally every single month. I'm very jealous of that. They listen to feedback. I like that Sony is pushing new features like Spotify (which I love), but get the damn basics down first.