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Where do I start ;-)
Paging is a big one - though working on a solution I will share once done.
Security - both on documents and columns.
Yes Readers fields will block the actual document appearing but what about the ability to delete / edit? Would rather enable / disable in the Flex app before the server returns the not authorised error.
Pass the double click event on the datagrid out to Javascript in the holding HTML page - for a hybrid Flex / Domino App the actual form may stay as a Domino page. This means the Grid becomes a component within a Domino application to replace the view(s) but the rest remains the same initially.
Features which would be nice to have:
Multi row select / select all, Hyperlink column type (e.g. http & mailto), Thumbnail column type, trashcan to delete (if authorised), individual columns editable.