I really wish transfer between BTCe and Gox was easier.
Never though I would say this, but I really wish somebody could create Pegcoin, all the advantages of instant, decentralized transfer of bitcoin, but pegged to fiat currency value. Obviously I prefer something with a limited supply like bitcoin, but for now it would certainly make arbitraging a lot easier... Probably not a viable idea to implement though (not to mention the legal issues).
Ripple?
I haven't really looked into Ripple decently, but isn't it a lending system?