Just a few things:
1. Another cookies option: Prompt user when cookies are requested. I want to know who's asking me for cookies, and I need to be able to save certain cookies, though the majority I reject. I've always found this option one of the best features of IE, which isn't in Firefox. You might think it's a lot of work to click yes/no on each cookie, but after a while, all the metrics / tracking cookie providers stop showing up, and you visit the same sites over and over, so the new cookies problem drops to a very acceptable rate. It gives you a great level of control over browsing.
2. Option to use the search bar in incognito mode WITHOUT having to open a new tab.
3. Option to save page as .MHT file. Don't know if this is possible, but MHT is missing in Firefox, and sometimes is the most convenient way to store a webpage that has a lot of embedded graphics. Always useful for saving tutorials. Saving things as a "complete web page" is really messy -- an HTM page PLUS an extra folder for the embedded content? Hard to manage your files on your HDD this way.
4. Option to put normal Windows Shortcuts in the Bookmarks Bar. I find this to be helpful for managing bookmarks. Managing bookmarks from Windows Explorer is actually the least sluggish / most responsive way to do this. In IE I generally put a shortcut on the Favorites Bar to the bookmarks folder on the C drive. When it's clicked, a Windows Explorer window opens outside the browser.