A feature that isn't available in any note taking software I've tried is the ability to add popups. I really want to be able to highlight a word and have the option to not only add a hyperlink, but rather a small pop-up that appears on click or hover where I can put text, images, tables, etc... This would be a great way to say, add a definition for a word or annotate an idea without breaking the flow of the rest of the text (or having some sort of ugly sticky-note type icon off in the margins). You can hack your way to this in Adobe Acrobat, but I'd much rather implement it quickly and seamlessly into my notes, especially collaborative ones.
EDIT: I realize that Microsoft word has "ScreenTips" for hovering over hyperlinks or bookmarks. This is a great example of a rudimentary version of the feature I am imagining.