It would be cool to have an option to allow automatic updates of your alerts, e.g. if there was a new historical low it would update your alert price goal to the new lowest price after the notification was sent.
There should also be an option to automatically sync your whistlists and collections on a regular basis.
Another thing I'm missing is setting alerts for your wishlist as a whole instead of having to add them manually for every game (I'm talking about general settings which would make the manual setting of alerts for all games on your wishlist which currently exists obsolete).
And finally adding a game to your collection (either manually or via syncing) should remove it from wishlist and delete alerts at the same time (the latter maybe optionally in case people still want to get notified for whatever reason, buying gifts e.g.). This is just in case it doesn't already work this way. I just joined today. :-)