Here is an unofficial CF8 wish list survey which you can fill out.
http://www.surveymonkey.com/s.asp?u=354942405396
And an interesting blog entry from Damon Cooper from CF dev team.
http://www.dcooper.org/blog/client/index.cfm?mode=entry&entry=AC821FEF-4E22-1671-52B753E5549389FA
And a couple other developers' wishlists:
http://www.corfield.org/blog/index.cfm/do/blog.entry/entry/What_is_in_your_wish_list
http://www.horwith.com/index.cfm?mode=entry&entry=9C5F8D69-E081-0478-47FF6F46263B7F5D
http://www.briankotek.com/blog/index.cfm/2006/7/24/Adobe-Should-Stop-Trying-To-Make-CF-Like-Java
http://devnulled.com/content/2006/07/wishlist-11-things-id-like-to-see-in-coldfusion-mx-8-scoprio/