I really don't know how "difficult" this would be to implement, but I'd like to have a way to send newsletters to mailing lists, but have "excluded lists". Here's an example:
I have a mailing list of about 6000 people. This is my "master" list, and then I have smaller lists that include the members on my membership site, customers who have purchased a specific item, etc. I'm heavily promoting my membership site right now. I would like to be able to send a message to my master mailing list about a promotion on my membership site, but exclude the people who are already members on the site. There is nothing that an existing customer hates to see than a "discount" for new members when the existing customer has paid full price!!
Right now the membership site is actually small enough that I can "move" members from the master mailing list to a smaller list and manually exclude it from the mailing, but it would be great if there was a way to say "send to all of these groups, but exclude any addresses that are in these groups".