I'd really love for there to be a server favorites/history feature and friends list that shows which server you're playing at (along with a join option).
Personally, with the mod I play (DayZ) it's kind of important to know which server you play at because there are items which are localized to that specific server (tents, for example). Plus it's just nice to have a list of good servers to play at instead of just playing on the go. Though, yeah, there are some third party programs and websites that have these features.. but I'd much rather have it built in-game to make things more accessible.
Also, I can't help but think these suggestions have been asked to death.. but I honestly couldn't find any results within the last couple years. So please lock/delete this thread if you can find a more appropriate thread.