CBaseEntity:
__KeyValueFromInt(pszKeyName, nValue)
__KeyValueFromFloat(pszKeyName, flValue)
__KeyValueFromString(pszKeyName, pszValue)
__KeyValueFromVector(pszKeyName, vValue)
For dynamic KV changing. Would be super cool for dynamic ability KV adjustment, attack range, light changing, manipulating with layers and etc.

C_BaseEntity (not really needed, but would be nice addition):
__KeyValueFromInt(pszKeyName, nValue)
__KeyValueFromFloat(pszKeyName, flValue)
__KeyValueFromString(pszKeyName, pszValue)
__KeyValueFromVector(pszKeyName, vValue)

CEntities:
FindAllByUnitName(pszUnitName)
FindByUnitName(hFirst, pszUnitName)

CDOTA_BaseNPC:
SetControllableByPlayer(nPlayerID, bControllable) -- for making shared units like courier. Current one doesn't allow to do this.
GetCurrentAction() -- retrieves last executed order for this NPC/last command through direct function (e. g. MoveToPosition(vPos) = DOTA_UNIT_ORDER_MOVE_TO_POSITION)

modifierfunction:
MODIFIER_EVENT_ON_REFRESH_EXTERNAL[Listener: OnRefreshExternal(hArgs)] - trigger for any refreshed modifier, not for current one (e. g. for creating debuff-refreshers). Args should contain handle of modifier, time of refreshment and ability which refreshed it.

Global:
SetOrderExecutionFrequencyLimiter(nFrequency) -- or make some console variable to control this. Because after executing orders very fast (but not trying to crash) you can't play properly in some arcades (WTF+ for example)
SpawnEntityFromTableAsynchronous(pszClassname, hKeyValues, fCallback) -- it would be wonderful if we had async spawn for single entity as well.