Just thought of a new one.
Would be nice if you could do more with the text in regards to mouse-over and mouse clicked. For instance, being able to have a different colour for mouse-over. On a similar note being able to have different text styles (shadowed,embossed etc) for mouse-over or mouse-clicked would be useful.
Obvious example - The continue button on the default skin. I think it would look nicer if it gave some better user feedback that it was doing or about to do something, other than the pointer chaning to a hand. On mouse over if it perhaps got a yellower hue, then when you click it the shadow dissapears and it moves down and right 1 pixel (the movement can be done now).
It would be nice to be able to do this rather than having to have a button changing states.