Enhanced Documents Sessions
The main issue I have with SQL Management studio is managing all the tabs and code. One great feature would be the ability to automatically group all sessions by the active database. A modern approach would be to have "grouping" tabs, where you can place code, or a tree approach with subtrees.
The single biggest issue I have is editing stored procedures/functions. If you multiple tabs with the same proc and edit one, then open the other tab and edit by mistake, it is a disaster. Being able to label a session with the actual stored proc name or something to warn about opening a 2nd tab with one that is already open would make a huge difference for me. (Other suggestions?)