here's a few from a fast google search

Notice many of these things were included in previous GTA games. I think not having these things really takes away from the gameplay.
Car carriers - you should be able to put several cars on a car carrier to transport across the city.
Ramp trucks - you should be able to ramp off the ramp trucks like in Vice City, that they messed up in SA and finally totally removed it from IV
Helicopters - magnet to lift cars off ground, ability to put a motorcycle (or anything) in cargo area
Helicopter weapons - there are only guns on the helicopter instead of also having rockets. Also, the guns no longer seem to auto aim which makes it nearly impossible to shoot cars (or other helis) below you.
Tow trucks
Semi Trucks - I want to drive a semi with a trailer attached
Ferry - to transport you and your vehicle across a body of water
Subway/Skylift - I want to be able to move around inside the vehicle, not just hit triangle to enter (same with ferry)
Parachutes
Airplanes
Go carts
Bicycles
Lowriders/hydraulics
Radio Controlled cars/airplane/heli mini-missions
Jetpack - almost necessary to find all the unique things with this game instead of trying to jump out of a heli at the right time.
Drivable/derailable trains – if I shoot a train with an RPG it should derail. Trains should also be included in multiplayer and be drivable.
Stupid crazy vehicles - not necessarily these, but along the same lines: street sweeper, golf cart, etc
Fork lift - make the forks usable
Flatbed truck - make it useable. I want to be able to operate the crane on its back, lift a car onto the bed and drive away with the car on the bed.
Cranes - lots of cranes in the game, none operable
Garages - I want a garage where I can put 20 unique/cool cars in to collect and show off
Car mods - so I can put them in my garage and show off to friends
Forest fires - in SA they introduced fire spreading like in real life. In IV, it doesn't seem like you can start big fires with moltovs like you could before.
Paint/Spray - I would like to choose the color I'm respraying it to (aka car modding)
More safe houses - after doing odd missions (that don’t do autosave like unique jumps, pigeons, etc) I don't want to have to go across town just to save.
Swimming/diving - I want to swim under water. They added some verticality but removed the diving?
Draw bridge - it was awesome in the last version of Liberty City
Boats - I want a large boat. Not as large as the Platypus, but like the tow boat in one of the
trailers. I would also like more boats to spawn at docks... boats are useless because you have to be in the water already to get one instead of being in a chase and heading to some docks where it is guaranteed to have a boat at.
City Size - I'm disappointed that I can go up very high and see the entire city... it seems too small to me.
More weapons - minigun, flamethrower, remote satchels, 8 balls garage, golf club, etc
Random cash - drug dealers with lots of cash on them, parking meters, horse racing, gambling, etc
Multiplayer bowling, darts, pool, drinking, etc.
Map - I would like to save points of interest on my map (not just a waypoint). Name them myself, have the ability to turn on and off. So when I find an armor, I can mark it to come back later.
Carnival rides - I really want to ride the rollercoaster or take a girlfrind for a ride on the ferris wheel (would have been a fun date)
Sliding off of vehicles – I want to be able to sit in a strangers bed of their pickup truck and ride around the city with them. I want to be able to stand on the back of a detached semi truck and ride around with the driver. I did these actions a lot in SA, but now you just slide off the vehicles when they begin to move.
Gambling - casinos, horse races, etc
Helicopter races
Hovercraft
Garbage truck missions - why not? There is one mission, but why not mini missions? Why can I operate the garbage truck in a mission, but not outside of the mission? The button is unmapped out of the mission but in the mission it operates the back.
More arcade games - even SA had more than one
More clothes for Niko
INTERACTIVE ENVIRONMENT - mini golf course, driving range, game arcade, tennis courts, basketball courts, baseball diamonds, skateparks... none of these are interactive like some were in the last game
Camera - sure, you get a camera phone, but you can't really use it outside of missions... where do the pictures go? where do you go to see all the ones you've taken? why can't you share pics with friends for showing them all the little details you've found in this game? Even SA had a better camera than this game.
INSTRUCTION MANUAL – this game needs a better instruction manual. Online is horribly confusing and even the tutorial only covers 10% of multiplayer. I have no idea how to setup my own match, tweaking my own settings. It took me forever to realize when ingame if I hit down on the d-pad it will show me names of people. Simple things like this need to be explained in detail by R* instead of having us users put together manuals for everyone else after mashing buttons to figure out what abilities we have.