Java Support: This was the first, and most popular request in the bug tracker. Followed closely by PHP support. Google has merged the simplicity of appengine with the robustness of java, and added it to their Eclipse plugin to boot.
Cron Support: The cron support works by calling a URL at a given interval. I'm not sure if cron jobs are also restricted by the timeout policy, hopefully they will be allowed to be longer.
Secure Data Connector: An exampled of this would be accessing data behind a corporate firewall. Might be a (good/bad) idea ;)
Bulk Uploader: Dump data into appengine from another database or a CSV file