Pretty much all of this stuff needs to be implemented.
It'd be nice if we could hit a checkbox to give a select amount of sims preferential caching. It's probably not efficient that the sim we visit every single day can be pushed out of the cache by say, a once a year event like SL#B.
Its impossible to cache an entire everchanging grid of 30,000 sims, but that isn't the problem that needs to be solved. We need a way to not have to redownload so often textures, sculpts and now meshes of the half a dozen sims or less we each favor and frequent a day. It seems that aside from avatars, probably 99% of what I'm loading goes weeks and months without changing in most sims with a set build.
I also love qarl's suggestion about making loading more visually interesting. I know personally it'd make me interested in seeing how a new gargantuan mall would come together under such an effect rather than dreading it and probably going afk until it was done.
Also agree with the sentiments from Ann. The welcome areas are horrible. It'd be good if Linden Lab leveraged third-party portals more via a new Registration API, complete with an idea like Ciaran's where after registration, the login screen shows an HTML page relevant to the third-party.
Take Meeroos for example, it'd be awesome if the full registration process could happen on their site and once the viewer was loaded, a thematic Meeroo login screen was presented and the initial login point being some Meeroo place...the Destination Guide geared towards Pet categories, etc.
Same could go for anything...treet.tv with a signup form and instant teleport to whatever live show.
Lotta great ideas here and I hope some are implemented.