I’ve found virtually every tweet is a comment with a hyperlink. This limits the number of characters for the comment and forces us to use URL shortners. "URL shortner" sounds like a cake. So my most desired feature would be to have a separate field for the link to “associate” with each tweet. We could do away with URL shortners entirely (no more obscurity and middlemen that could potentially break), and we’d have the full 140 characters to comment.
Given I live in two different places my other wish would be allowing us to define a timezone override for individual tweets when we’re outside our defined timezone in our profile.
I'd also love for Twitter to make me trillions of dollars, to find cures for all diseases, to usher in world peace and to get me an introverted girlfriend, but I guess we all have to prioritise :).