Good topic. I agree with what Psion and Dark Psion said. Plus, some misc requests:
1) A world database. Let me find what I want via a website and a search feature fast. Allow fans to upload new content (i.e. NPCs, maps, locations, art) that gets reviewed and approved in a timely manner.
2) Archetypes for inhabitants. Teach me how various races/cultures/sub-cultures think, behave, eke a living, and so on, so that I can ad-lib NPCs in a manner consistent to the setting.
3) A high level view of the movers and shakers (countries, NPCs, deities, cults, etc.) of the realm, and their plans, resources, and timelines. Ideally, this would continue in newsletter format from the publisher.
4) Info about the day-to-day life of various cultures.
5) Timeline. Some books delve into thousands of words about history, but I always like to see a timeline in graph form too. If the history is particularly detailed, I'd rather have the timeline in the outer margins of a book's pages rather than some repeating page border art thingy.
6) Art is good to have in books, but I prefer art that I can also use as player handouts or to inspire my own designs (i.e. locations, NPCs). Some art tends to be too sparse on the details, goofy, etc. to serve dual purposes.
7) Good maps available for download. I'd like a world map designed as computer desktop wallpaper. Also, b&w maps on a huge scale that I can print out in sections. Maps with geography, political borders, roads & communication lines, economic maps, populations. Check out a real world gazetteer and base some maps off those designs/uses.
8) GM reference pages and charts for download. Player reference charts and pages for download. I can use these to build a custom GM screen or to laminate or to put in my GM binder. These pages should also be in HTML format, heavily cross-linked/cross-referenced.
9) Quick start guide. I'd prefer this as a download as well. The guide would sumarize things such as history, recent politics, geography, cultures, etc. and provide lots of hooks for starting a first adventure.
10) Character creation guide. Another download request. This guide would help a new group quickly develop PCs that reflect the game world. Often, new PCs feel just like any other PCs created for other worlds because the group isn't familiar enough yet with the new themes and features the world offers.
Sorry, it looks like a lot of these requests are non-book related items.