Jim Oldfield - specifically: on import be able to recognise theorem-like environments, including adding the appropriate module (this is easily the biggest cause of ERT in documents that I import), and on export use \newcommand in preamble for math mode commands instead of the weird \def concoction that gets output at the moment (I guess that this would only work for commands defined at the start of the document, but defining this later is bad style anyway IMO).
Better Latex import/export: Because of the errors caused with each lyx/latex transform, I'm finding it difficult to collaborate with pure Latex users if I use Lyx.