They actually need to take a cue from Nintendo, surprisingly, and allow the developers/publishers to set their own prices. Tiered pricing, just like on retail shelves is a broken idea that benefits no one. Instead of every new PSN game launching at $10 or $15, allow those that made the game to price it according to its budget at any odd number that fits. Same goes for XBLA.
For next gen, if I buy a Playstation or Xbox, I better be able to sign in and download all of the games I paid for on PS3 and 360. If those purchases don't transfer over, they're not getting my money.
Make all new indie games visible and rankable. Allow gamers to see what's available, and let others know exactly what they're getting. Perhaps even add a "User Review" section along with a star rating system.
Streaming options. Some people either don't have the HDD space, or the patience to sit through downloads and installs. For those with fast enough internet speeds, give them the option to stream games instead of download them at the same price. Sony's purchase of Gaikai should be leading the way on this. I hope they do well with it.
Digital versions of retail games need to be cheaper, no excuses. Put loyalties to physical stores on the side, because gamers deserve better when they don't have actual physical ownership of the game. It costs the companies less to offer it digitally in many ways, so the savings need to be passed onto us. Make it happen.
Patches need to be free. Not $10K.
I'm sure I could think of more with time, but that's a good start.
