I'm a former Mathematica junkie, and one thing that I really miss is the notebook style interface. When I did my research with notebooks, papers would almost write themselves as I did my analysis. But now that I'm using R, I find that documenting my work to be quite tedious.
For people that are not so familiar with Mathematica, you have documents called "notebooks" that can contain code, text, equations, and the results from executed code (which can be equations, text, graphics, or interactive tools). Everything can be neatly organized into styled subsections or sections that are collapsable. You can have multiple open documents that integrate with a single shared kernel.
While I don't think a full-blown Mathematica style interface is entirely necessary, some interactive document system that would support text (for description), code, code output, and embedded image output would be a real boon to researchers.
