I would love to be able to have 2 different drop shadows, inner shadows, gradients etc in a single layer. Very often I have to dupe the layer, put 0 fill and apply extra styles that way. It's inconvenient and messy, especially when trying to apply the same effect onto other layers.
Also, it would be great if I were able to sort the effects. Meaning, I could put drop shadow above or below inner shadow, stroke above the inner shadow and bevel, etc.