Mark Atwood has published an interesting post with his wishlist for MySQL. One of his points is already (partly) covered with the LOAD XML command I made for MySQL 6.0 (or is it 5.2).
The main problem with it is perhaps that it works (like the LOAD DATA command) only with files, but in a web world you want it to be able to take input from other sources. You also need to be able to send an XML to several tables, with foreign keys coordinated etc.
Mark also has a wishlist for the opposite, the SELECT OUTFILE command. I have made a couple of stored procedures to help with this, but an extended SELECT OUTFILE would be mucke aesier to use and give much more possibilities. It would be fun to work on this, we'll see if I have the time, now that I am almost ready with my relocation..