Like @Mystic said, I'd love to be able to set up Gym teams before going into fights. It just makes sense and would save a lot of time.
I'd also love to be able to change Movesets using candy. For example, trade 50 Eevee Candy to get a new Moveset for my Flareon (completely random).
Some additional sorting options for your Pokemon would also be pretty helpful, for example, being able to sort your Pokemon inventory according to types (fighting, psychic, water, etc.).