Many times I'm asked "does Microsoft ever ask the users what they want in SQL Server"? Yes, we do. A lot, actually. And you can be a part of that conversation.
For starters, you can hit the http://connect.microsoft.com site, read up on how it works, and submit bugs (problems you've found in the software) or features that you want. No, it's not a perfect system, but it's more than I've seen at most software vendors I deal with. You'll be asked do a search (it's a pain, but a necessary one) to see if someone's already submitted that bug or feature. If they have, you can vote on it to "add your voice" that you want something done. The product team seriously evaluates these requests as they design features and fixes - SP4 for SQL Server 2005 is a direct result of this process, as are many other features and fixes. So start there.
We also have a group here called Microsoft User Research. It's a group of folks that have HCI degress (that's "Human/Computer Interaction") that study in very scientific detail how you use the software. From time to time that involves not only studying mountains of data but physically interviewing folks that use SQL Server. You'll see them with special setups at PASS, TechEd and other locations. They also conduct on-site tests in some firms, and from time to time they offer studies at various Microsoft locations. And you're invited.
Here's a direct invitation to you - if you live here in Seattle (more will be held elsewhere in the future):
Microsoft Ressearch is currently recruiting Seattle area SQL Database Administrators, Developers and Business Intelligence professionals for several upcoming research studies. This is an excellent opportunity to share your experiences, challenges and ideas with our researchers as we develop the next generation of Microsoft products and technology. Study opportunities can be chosen from Tuesday, August 17 through Friday, August 27, and all will be from 2 to 2.5 hours in length on the Microsoft campus in Redmond. For those who participate, we will offer a choice of current Microsoft hardware, software or games as a gratuity. If you (or any of your colleagues) are interested, please respond with the following in an email titled "SQL" to email@example.com:
1. Name/Phone Number
2. Job Title/Company
3. How many SQL Servers does your company currently run?
4. Do you build BI solutions or work with cubes?
5. How many hours per week do you work with an integrated development environment, i.e., Visual Studio, JDeveloper, BIDS, etc.?
6. Do you have experience with SQL Server Configuration Manager?
7. Do you have experience setting up High Availability and Disaster Recovery for your production databases?