First, thank you for a great FREE product!
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.
This is the same concept that Mailchimp suggests when using their HTML embedded forms (which have too many javascript conflicts to be of any use).