A better file selector for GTK that's really better. For instance, it should support drag-and-drop (drop a file, it fills it in; drop a directory, it changes to it), should keep the filename when moving through directories, and should progressively build a single, sorted list in the same way as the Amiga ASL file requester.
As a ROX-Filer user, the drag-and-drop functionality would be the obvious improvement.