When I was on the product team, I was asked by a few of you from time to time to make a change in SQL Server. Now that I’m in the field, I get asked to "chat with the development team" to make one change or another.
But you actually have more say than I do. There are 85,000 of us at Microsoft, and every one of us believes that we know exactly what needs to go in the product. As you can imagine, there are more good ideas than time and resources to enact them. So our ideas go into a big pot and only a few of them are chosen.
But you can visit http://connect.microsoft.com and make an entry there (or vote on a current one) about a problem you have with SQL Server or something that you want it to do differently. From there, the suggestion gets voted on and ranked by importance – and then we implement some of them! In fact, this was how the T-SQL Debugger, Intellisense, and Object Search made it into SQL Server 2008. They were some of the top-ranked and voted on features requested by you.
So the next time you think "why don’t they put this or that into SQL Server? And why don’t they fix this issue?" – tell us!