Indica & I would both love to have an in-game auction option on items in your inventory. The web version is nice, but sometimes I just really want to quickly put stuff up for auction while I'm in game.
Another thing that I'd like to see is a way to combine partial stacks for auctions without leaving the auction options. If I have a stack of 32 guano and a stack of 8, I should be able to auction 40 or 10+10+10+10 if I want, without having to move everything around and then refresh the auction page so it will display the way I need to have it.