1) I would love for the site to integrate with my Yahoo/CBS/ESPN leagues and adjust the stat displays to account for my league settings
2) These stats are great for during research, but are also available at baseball-reference.com, fangraphs.com and several other sites. What would be great is for this to use the CBS/Yahoo API (scrape ESPN until they open their fantasy leagues API), and pull in my league info, teams, settings, positions and give me customized advice.
3) One this I found 2 years ago was that these stats were great for hard core stat nerds, but for more casual games, I've found that these numbers didn't make sense to them. We had to provide a simpler dashboard, with easily digestible recommendations/graphs and allow them to drill into more detail for each point.
4) Historical data is nice to have, but the real value would be to use the historical data to try and project the future. I don't really care that in 35 career ABs that Aaron Hill hit 4 HR (too small a sample size). What I'd like to know, is given his age, his ball park, and the profiles of the opposing starting pitchers, what range of stats can I expect from him?
5) In addition to historical stats, it would be nice to use your particular league context to define what a "good" trade is. For instance, trading Miguel Cabrera for Michael Bourn late in the season may seem crazy, but if you need SB and trading Cabrera to an opponent might prevent your nearest opponents from gaining on you in HR/RBI, this trade might make all the sense and actually improve your odds of winning.
These are just some of my quick thoughts and I hope they help.