Microsoft wants to understand how customers use Windows Phone and wants your feedback, so, they have created the Windows Phone Feature Suggestion Box at the Uservoice web site. You can search for ideas that other customers have posted, vote them up, and post your own comments. You can also submit your own suggestions and feedback. There are 27 categories of features and comments, so you should be able to find something you have an opinion on.
I have already voted up and commented on two suggestions - the ability to sync directly to Outlook on my desktop, and the lack of an SD card expansion slot. These two issues are what prompted me to look at other smartphone options when I switched carriers a couple of months ago, and I ended up with an Android phone.