I personally want to see a bunch of new books. In no particular order:
1. Setting books. Pretty much anywhere OTHER than North America. I know the stereotype is that all Americans think that America
is the entire world, but a lot of SR4 seems to be trying to prove that true

2. GM books. There are a lot of books that players use, but hardly any JUST for GM's. Would it really be so hard to give us a book of spirits, or a book or corp-only tech? Heck, just give us a book with the guidelines Catalyst uses to make the things that get printed in other books so we have a way to make our own, and a baseline to make new stuff.
3. An adventure line based on something OTHER than the current main threats (AAA corps, Dragons, Horrors, etc.), possibly done adventure hook style ala Ghost Cartels. Examples off the top of my head include using the book to flesh out some of the lesser known AA corps, working for DocWagon, being double agents in the shadows for law enforcement, etc. You could use this to make adventure hooks while also answering calls to answer questions and fill in details about a host of things in the Shadowrun universe.
4. A book dealing with Spirits. Just spirits. No magic or other things like in Street Magic, just have Man of Many Names do a 'thread' all about spirits and have other magically inclined users chime in where needed. This could also tie in with 2, as you could include a lot of GM tools here.
5. A new vehicles book, hell, an Arsenal 2 would be even more helpful. I know that there's only so much you can do, but there really needs to be a larger selection of weapons and vehicles on the market. I'd especially like to see more watercraft, aircraft and space craft, as those seem to be the most lacking imo.
That's all I've got in my head, and that was with only a couple minutes thought. I know it is probably a lot harder to execute these things than it is to think them up, but if any of these hadn't been brought up before, they're there now.