I love SpamSieve and have been a registered user for a long time. One thing though I would like to see is better statistics in a chart form. Nothing too fancy. Remember that a picture says more than a thousand words.
Also, I’d like to see a function to report spam to authorities. There’s Spamfire and EmailCRX who offer this functionality, buy neither of them truly satisfy my needs and I won’t switch just because of this feature.