The #1 Java feature I most desire ...
... is native complex numbers.
And I mean proper high-performance primitive complex numbers using standard operators and syntax. Not that horridly slow immutable object version in the apache maths libraries and being forced to use extremely messy function calls and manually having to de-infix every equation.
I had to write my own class of mutable complex numbers to get any sort of performance (and it is much much faster) - but it's even (a slight bit) uglier than the apache stuff to use. And on writing it yourself: thank you thank you cephes.
Right now coding complex arithmetic in C is far and away easier but the JNI required makes it a bit too painful for prototyping.
The only saving grace for me personally is that OpenCL C doesn't have them and if the algorithms make it that far I need to manually code the arithmetic up anyway.