For plush...I've always wanted one of Kagura from Inuyasha (She's a favorite character of mine....I do have two figurines of her,though...the Toynami one,and a small,SD style keychain).....and Yoruichi from Bleach (in cat form,I've only seen a human form one....I like black cats)....also Yachiru from Bleach (I'm surprised I've never seen one,she seems like the type of character they would make one of)...
Out of plush toys that exist that I don't have,I've seen one of Kenpachi from Bleach that I liked (He's another favorite of mine,and I have ones of some of my other favorite Bleach characters...Ichigo,Renji,Rukia,and Kon)....
Figure-wise,I'd like Square Enix to make more Kingdom Hearts character ones (I love their "Play Arts" series,especially the Mickey Mouse one I keep on my bookcase,which I call "Organization XIII Mickey" )....my most wanted ones are Namine,Demyx,Kairi from the original game (I liked her earlier character design more),and Halloweentown Sora (which they actually are making,along with the Kingdom Hearts version of Cloud,and I am extremely happy about )....