There's lots of work still to be done on Nu.
Here are a few things that I would specifically like to have, organized by category and roughly sorted with highest priority items first.
The Nu core
A way to call Objective-C methods that have non-object pointer arguments. (done, see the NuPointer class)
A way to call Objective-C methods and C functions with variadic arguments. But I must say that I dislike them, because one of the fastest ways to crash a C program is to pass the wrong number of arguments to a variadic function, and sometimes the only way to compute the correct number of arguments is to reimplement the function itself. NSLog, for example, is a very dangerous function to call from Nu. If you use it to print arbitrary strings, your program will crash when your strings include format specifiers.
DTrace hooks for deeper introspection of Nu programs.
A profiler for Nu.
better Distributed Objects support: the ability to include oneway, in, out, inout, and bycopy type modifiers in method declarations and to create protocols at runtime. (done)
Class variables (using the "@@" sigil).
Support for automatically generating type signatures for NuBridgedFunctions from a given C method signature.
More error checking, especially in individual operators. Currently Nu operators do no validation of their arguments. (Be careful!)
CoreData convenience methods and migration scripts written in Nu. (done, now let's move on to an open-source database. PostgreSQL?)
HTTP and XMPP client and server components. (Nunja is a cross-platform HTTP server)
Wrappers for various web APIs.
Graphics and data visualization libraries.
Layout managers for nibless interface building.
A JSON importer and exporter. (Jonathan Wight's TouchJSON looks pretty good to me).
A Textile processor. (But honestly, now that Grayson Hansard has ported Markdown to Nu, that's good enough for me.)
A Nu wrapper around the Cocoa and Carbon security libraries.
A parser for command-line input.
Ports of Apple and other Objective-C sample code to Nu.
More examples utilizing the Markdown and YAML frameworks; YAML exporters and importers for Address Book and iCal entries would be useful for bridging to other applications.