EViews.com

The EViews program editor is severely lacking on features. You should bundle an open source editor (no need to reimplement the wheel) like notepad++ with proper syntax highlighting and integration (it is simple to write addins for notepad++ to execute a file or a selected portion of a file on another program, there are community iniciatives on that regard: http://code.google.com/p/notepad-stats-integration/. You should consider participating on that project or some other solution to the code editor problem).

Perhaps you could expand on which features we are missing?

Line numbering.
Better syntax highlighting (ie there's no error highlights or anything).
Double click on a word highlights all instances of that word.
Run selected lines.
Default to a fixed-width font on the editor with a proper font-size (you can't really change it since a bug reverts a line's font back to arial 10 when you edit that line).
Highlight the current parenthesis level when editing (sp. useful when you have many parenthesis levels in use).
Highlight the current line.
Collapse subroutines.
Etc etc etc

Besides, it'd be great to have some amount of intellisense the way matlab has (people learn VBA that way!).

Most of those things are on our list of things to add to the program editor :D