Fairly obvious one... People are used to being able to transfer multiple documents/images etc. at once on community website platforms, as well as being able to upload large files.
Unfortunately there's a notable absence of a stable solution in Drupal for doing so. Here's a list of some of what's available.
http://groups.drupal.org/node/155764
The best in my mind seems to be plupload http://drupal.org/project/plupload which seems to have the best range of browser compatibility http://www.plupload.com/. The drupal project for it also seems to be receiving the most recent commits out of the other multiple upload modules apart from maybe http://drupal.org/project/plup which is focussing on drupal 7.
However both the plupload modules seem focussed on images which making them not a very universal solution for generic multiple file upload... so I'm using swfupload http://drupal.org/project/swfupload which is more generic but is however giving me intermittent javascript breakdowns. And doesn't degrade at all in the absence of Flash.