This goes for MS too:
Paddles: I'd like them to encourage more usage of them, but I get that that is something that can interfere with how people grip it and is a nice upgrade for the premium controllers
On-board storage so that I can tie my controller to my login: Obviously this is a huge can of worms. But I would love to be able to go to a friend's place sync my controller, and have access to cloud storage for the purpose of my sensitivity settings (maybe even controller remapping) and achievements and whatever.
For what its worth, I barely care about the achievements but I've run into enough situations where using the same account for multiple playuers locally became a shitshow that it was easier to just login as myself. Which in turn was a shitshow between 2fa, asking people to look away while I entered my password, and so forth. Just treating my controller as a dongle to get basic functionality would be amazing (and I think the 360 and Wii already had that?).