Parties, why the hell couldn't I join a party with my friends in a lobby so we can go look for a game, and because there's no cross game or party chat we have to keep laboriously typing out messages to let each other know what match we're jumping into.
More rewards for playing in general and playing well. For example in MW2 you get pop-up points and killstreaks. Being rewarded for doing well really makes that game ten times better. All killzone 2 has to confirm a kill is a little bleep. When the game starts to bleep bleep bleep all the time you forget you're getting triple kills and just hear this dumb bleep noise. It starts to feel like a grind, and you get bored fast. They don't have to copy MW2, but some sort of reward for playing would be great.
Customisable characters, as rewards (^^,) for playing well and leveling up, you should be able to customise your character's appearance. Either just attaching badges you've earned or even equipping officer uniform. Some of the helghast had slick clothing in the campaign, it'd be sweet to see more dynamic characters in the multiplayer.
The option to have matches where it isn't Helghast v ISA, and instead let you choose whoever you want. ISA v ISA or a mix etc. If some people think that the red-eyes are too easy to spot, then they can play some of those matches.
And of coarse, more weapons. Tons more weapons. I've always liked their maps, and don't think vehicles are needed. Destruction and cover don't seem that important to me either.
If there could be some coop elements in K3 too that'd be awesome. Either local and/or online campaign coop, special coop missions or both. I'd be happy. Coop survival would be awesome setting up turrets in strategic points to help defend from the next onslaught. But all these ideas are most likely moot since the game is probably nearly finished.