First: the obligatory car requests: the original Audi TT (my personal tuner and favorite car of all time), newer models of the VW Golf GTI, the Volvo C30, Porsche 944, Saab 9-3 Viggen, and a couple Vauxhall/Opel's. Also, the fact that the of the current car options are basically the same car is awkward.
Second, I'd love to see an offline option; getting disconnected and booted while playing solo is frustrating.
Lastly, thicker traffic density! I loved the amount of traffic in the classic Most Wanted, it added so much complexity and strategy.
That's my two cents.
But seriously, having the Audi TT in a NfS game again would make my life. Think about it.