There are three features that I would very much like to see.
The first is arbitrary jump to, using a GUI element. The obvious way to do this is by letting you type into the n/x post count box, as it's quite intuitive to click on a number and type the new value into it. This is somewhat already implemented in the URL.
http://what.thedailywtf.com/t/discourse-and-our-reaction-to-it/344/346
If you change 346 to n, you end up at post n. This also gives you the ability to do the aforementioned jump to 20% down, it just means that you manually have to multiply by 8/10 and mangle the URL.
The second feature is preview in searches. Right now, if I search for "test", I see
This isn't anything like enough context to actually evaluate if a match is correct, and furthermore, it isn't styled, as it displays markdown code, though it isn't shown in this screenshot. Clicking on successive links doesn't work well either, as the load time for each thread adds substantially to the overall time spent waiting.
What would be nice is two search options. One, the one you have already, that would do a global search and displays its results as a "real" thread. The second would be the one that you capture ctrl-F for, which displays results only within the current thread by jumping to the relevant post, and preloading the matched posts.
The third feature that I would like to see is user-settable cache lookahead. My internet connection is spotty, and I would like to be able to save a thread to look at later. In a more traditional setting, this can be accomplished with 500-count pages combined with browser tabs, but I can't do this here. It would be very nice to be able to have a button that would cache the current thread in local storage so that I could go and read it in, say, an airplane.