For example, when I was studying Japanese, I found that most of the self-teaching materials I found were targeted at executives who were expecting to be in Japan for business reasons, and so the sample dialogues and the vocabulary was all slanted in that direction.
A lot of other books seem slanted to be of most use to a tourist.
Since I'm never in either of those positions, I got tired of the bias. I wanted books that either slanted me toward materials I had access to - movies, television, science fiction novels - or else provided a reliable and engaging portrait of culture in one or two specific areas, with vocabulary to match.
That's one of mine. Another, I think I've already talked about - I wish that exclamations and brief, stand-alone phrases and sentences would come very early in the curriculum, because they're fun and they help me.
Another is that I like to be taught both grammar and nuance, when I'm first learning things.
Yet another is that these days, if I'm studying the language and dialect of an area in which electronic communication is common, I'd like to be taught the customs and variations of the language that are common in e-mail and IM chats, in the same way that I remember in high school learning how to write different kinds of formal and informal letters for what we would now call snail mail.
I'm not saying that books should be like that. I'm probably not average enough to be a good basis for anyone to judge how to organize a textbook (although I still think there could be a very profitable series of self-instructions language books of "X-language For the Movie-Goer"). I'm just saying, in some fantasy world in which someone constructed language textbooks JUST FOR ME, that's what they'd be like.
So those are some of mine. What are some of yours?