With editor support, so we don't have to do everything in code.

As well as some of the existing iPhone API that was not implemented.

Specifically access to the 3.0 stuff as it becomes available.

Unity should ship with a higher level API for swipe, drag, douple tap, pinch etc.etc.etc. so that every developer should not code his own. Should be in addition to the low level API.

I would like to see either the new GUI stuff work on the iPhone or a new set of iPhone specific GUI classes added.

Ideally, make all the assets files human-readable so any third-party source control system can be used, but certainly support for proper, best-of-breed source control systems is a must

Facility to monitor the microphone input level and the ability to record sound from the mic.

Or just greatly reduce app startup time.

Unity doesn't support an animated autorotation but it should! Definitely!

Native Downloadable Content support.

Not a feature request, as much as optimization. If it is possible, further reduce the system requirements of Unity running on the iPhone.

I think this is something really bad to no include in the Indie iPhone application. This is not just excluding a feature but making your application actually run slower on a system where you really need optimized your game to make useful of the limited resources you have.

If we are able to access the UV values for each character on a font texture then it is possible to make a text manager with one draw call. As it stands right now the best way I see is to use the SpriteManager with an ortho camera, create a TextMesh, get the UVs and size from the TextMesh and add those to the SpriteManager. But that doesn't work well for dynamic text due to allocates/deallocates.

Integrate touch input and accelerometer input into the Input Manager interface in Unity so input is handled by and compatible with Desktop Unity. Have title indicate directions and tap indicate mouse clicks.

There are a lot of situations where saving an array in playerprefs would be really useful (high score lists, etc.).

Due to the limitations such as the ones on exceptions (apparently even with Fast ICall disabled) I'm managing to hit bugs that I cannot track down and identify without UT support. Would be nice to be able to operate independently.

With Unity iPhone Advanced we can call native function from Unity scripts. At the moment it doesn't appear to be possible to pass a function delegate through to the native code.

This is what I'm trying to do:
http://www.codeproject.com/KB/cs/win32_to_net.aspx

And this appears to be why it doesn't work:
http://monotouch.net/Documentation/Limitations#Reverse_Callbacks

We really need this simply but powerful feature.

The iPhone game 'Ground Effect' (http://www.glenncorpes.com/) uses a really cool (and fast) terrain engine. Not sure if it is too specialized/optimized to be implemented in Unity iPhone, but might be worth a look?
The developer has it running on PC, too, and the track editor looks nice (http://www.glenncorpes.com/ground-effect-development-1)