I had a discussion today about this topic and I know that lots of you are waiting more improvements on the future "Titan" release (CRM 4.0) scheduled for the next year.
So, what do you want to change of the actual Microsoft CRM 3.0? I think that giving an input to Microsoft and share our ideas could be interesting.
Here's a brief list of what I don't like on the actual release:
- Toolbar customizations: editing the ISV.config in order to customize the toolbar (for example for adding a custom button) is not so easy and intuitive. Why not release an internal tool that helps these tasks?
- Events on entity's forms and fields must be improved. OnLoad, OnSave and OnChange are not always enough and I'd like to have more events expecially on fields. And why not having the possibility to generate custom events?
- The lookup feature must be totally revisited (it's not the first time that I say this). Why is it impossible to have custom lookups? I want filters on lookup (if I have a "State" and a related (1:n) "Region" entity and on a form i have two lookups to enter these fields, if I choose a "State" I want that the "Region" lookup is automatically filtered showing me only the "Region" for the selected "State", not all...).
- Workflow are one of the power of Microsoft CRM but obviously they must be improved in order to have more function (events) and more control on entities (for example I don't understand why there's not an Update event). P.S. on "Titan" we'll have interesting news on this field.
- Mobile access is not enough and I'd like to have a mobile solution (Pocket PC) able to run online and offline but totally customizable. The Mobile Express is an interesting solution but you've to work a lot in order to satisfy all the customers needs.
Ok, that's all... 
I hope that the CRM Team will read this post a day and will work on these fields a bit...
If you're a CRM user, share your ideas...