I'd love to see the ability to have scale dependent symbology within a single layer. Currently, to mimic this functionality a user will typically copy & paste a layer a handful of times, symbolize and set scale dependencies as appropriately, and then group within the TOC. An example of this would be with roads...at a very small scale you just want to see interstates, then as a user zooms in interstates and state roads and when they zoom in further yet all roads. The copy/paste/group work around works in most situations, but when a map is distributed to less advanced users or published as an ArcGIS Server service for instance, users see a layer 3 times within a group and are thoroughly confused. If nothing else it's just a little less than ideal. It would be great if that same symbology with scale dependency could be handled within an individual layer!
This idea has been merged with Scale Range, SQL Query and Symbology Rendering in ArcMap.