I hate to compare to GA, but they have this. SiteCatalyst is still better, but sometimes there's a report or two that is so useful that it's surprising that it isn't in SiteCatalyst out of the box.
Days Before First Purchase Report is good, but I want to be able to see the ongoing Days Before Purchase. Then I would like to use segments to look at first time purchasers or anything else it's capable of showing.
I'd also like an ongoing Visits Before Purchase as well.