There are quite a few things that textmate does not have but should have to be a full featured text editor. off the top of my head the main ones are: split screen, better printing control, better plugin system, ability for a real lexer/parser/tokenizer to be plugged into the plugin system(I guess you could get around this by writing your scripts in ruby and shelling out but that seems slow.) Regex for syntax highlighting your files breaks very easily. I might be way off base and all these are easily fixed with some plugin but I haven't found the solution to them yet.

Major things I wish for are: bulk grouped undo, improved Safari-esque search where all items highlight, non-blocking project search, jump to class/function definition that doesn't stink, improved project layout a la Espresso & Chocolat, auto-updating bundles, setup syncing across computers (this would be killer and new for editors), better jump to file, smarter quotation doubling, improved default HTML/CSS language definitions, and more obvious bracket matching.