I've picked up all of the Humble Games as they've come out. I enjoy them greatly and I love support indie game writers as much as I do writers. This means I've also been playing a lot of games.
There are two things that have really stuck out for me, things I wish every game would do. First is control where the same game goes. I absolutely love Linux games because that is my preferred platform. What I don't care for is games that put saves in my /home/dmoonfire folder. I want that clean, pristine, anally controlled. I want my save games to go into /home/dmoonfire/games/nameOfGame or /home/dmoonfire/.config/company (the latter follows the Linux file system standards). It is foolish, but something important to me. Related to that, I want to control were save games go on Windows also, if they aren't in AppData.
The other is controls. I play on a laptop and the WASD doesn't always fit for me. So, giving me custom controls (as some of the more recent update have done) is a wonderful thing. Voxatron became playable for me when they gave me custom controls. Otherwise, I couldn't get my big hands in the places the developer liked.
They are two minor things, but also two things that really help with organization.