I would like to see very simple segmentation support added - you could even charge for it.
I need to know where a signup came from... So, since Mailchimp allows you to create custom fields, it seems like it would be pretty simple to add functionality in a module similar to your field mapper where we could input a Mailchimp field name and a literal string that you would populate prior to the subscription posting.
In my case I have a website that functions like a business directory and I want to be able to track the business that generated the signup for the city newsletter. It is one mailing list, but I need to track the number of signups for each business in order to credit them with meeting their signup quota.
But this would also be an excellent feature for tracking the page effectiveness for any website. One could pass a custom field back and track the signup ratio of the pages on their websites to measure how well each page converts.