It would be nice if you could go to your messages and type in more than one name at the top so that it could be sent to multiple people, like in Gmail. That way, if you wanted to tell just two or three members something then you could send one message to all of them. I don't know how hard it would be to implement, but it would be nice if it was doable. Then again, maybe I'm an idiot and this really exists, but If it does then I couldn't figure out how to use it.
Adding on to the messages things, it would be convenient to be able to turn off notifications for just one group of messages because I know we've all had at least one newb come chatting away in your messages every five seconds. It's really annoying when you keep getting notifications for it when you're trying to do other stuff. It could work like in the forums with the little watch button on top. It could start off as being checked automatically when you're sent something, but then you could just hit it and "unwatch" or turn off notifications for that message group.