Cut-Copy-Paste files would be nice (cut as a metaphor for 'move'). I like an alphabetized list of folders at the top of each folder list, impossible in finder. I like icons to be small but thumbnails to be larger, also impossible in Finder. A tree view of folders would be nice, too. Finder won't remember any folder preferences, you have to set them each time (Tiger OSX 10.4) - this one is the worst.
I haven't used Finder for a while so I can't remember a lot of the shortcomings that drove me to buy Path Finder.
Finder on my computer does (OS X.5.6)... why doesn't it on yours?