It would be nice to have an option to auto-accept/delete mail from the AH.
Also, it would be nice to sort by more than one criteria while looking at items in the AH. For instance, being able to pick the gun category, then specify 3 stars and then sort by buy price.
I wouldn't mind another time range between Short and Very Short. Unless I've been tracking something for awhile, I can't tell if Short means it's going to end in exactly an hour or if it will end in 5 minutes and 2 seconds, so I can't really do anything else while I'm sitting there trying to get a good deal.
Alternatively, make the My Bids tab refresh itself at a regular rate, so I can just leave it open and watch instead of having to fiddle with it constantly to check the time or if I was outbid and such (Yes, I'm aware of the chat box notification, but a lot of the times it gets pushed off the chat box quickly). Having this done for the main auctions window would be awesome too, but I don't know what kind of load that would put on things.