I would love to be able to select full screen or windowed mode from the launcher rather than having to load the game and go into the options menu. Normally this doesn't cause many problems, but there are a few cases where it can be really annoying. The client does remember the mode between sessions I know, but if I logged out after questing and want to log in to do some crafting, check the auction house or whatever while watching a film in another window I'd rather not have to pause and wait for the game to load, possibly killing VLC with the video mode/resolution changes.
Also would it be possible to save two UI setups? Right now I have to rearrange my bars and various UI components every time I change modes to make them usable again. Just being able to save a full screen and windowed version of my UI arrangement would be a massive improvement and make switching a lot less painful.