Being able to hold down Shift to select multiple Actors, Lights, Speakers or Fields in interfaces and move them around at the same time, without having to do it one by one. This will be a major time saver especially in interfaces with lots of Fields.
Multi select while editing
also, it would be good if we can select multiple files in sprite/tileset/music/custom_event/network editor too (for copy/pasting from one project to another, or deleting them at once, etc)