Here are some features I would really like to see in the future:
i) greylisting option
ii) better support for privacy
iii) text-based script/interface to account creation/management
Regarding the first, I noticed that sneakemail now offers greylisting as an option.
The next issue concerns primarily the use of spamgourmet addresses in public forums. Given that some companies (Microsoft in particular) are devoting resources to studying databases of newsgroup postings and developing various metrics to rank participant expertise, one might want more control over the "nym" they use to post messages. A particularly sweet solution is offered by the (apparently defunct) gnosis-anon protocol, that basically uses a simple one-way hash to scramble any "real" email address to <hash>@gnosis.com. Then any mail sent to <hash>@gnosis.com gets forwarded to the "real" address which is stored on its server.
Regarding the third issue, many of us prefer to stay in console-based tools as much as possible (e.g. emacs fanatics). It would be nice to be able to create new accounts and manage existing ones from within emacs or at the command line. Alternatively, it would be very nice to be able to create/manage accounts with a completely email-based protocol.
Nevertheless, I want to add that SG is a great tool as it currently exists and I really appreciate your hard work and generosity in sharing it with all of us.