Properties, delegates, proper generics, LINQ and so on.
The thing that makes Java so great as a platform is that there are so many totally reasonable tools that you can just download and use. Eclipse, IntelliJ (community version, which is still pretty good), the myriad of excellent alternative JVM languages, all freely available and cross platform.
Properties you could simulate with lambdas now. something like Property<String> name = get(() -> name).set(name -> this.name = name);
You would lose all the existing framework support that assumes getters and setters doing that though.
Some of the generics failure will likely be fixed in 9 (Primitive specialisation). Other things are not as bad as some people think (At least generic supertype params are available at runtime)
JVM vs CLR its a different story - I am hearing Microsoft in negotiation with Xamarin to buy/invest, that may make Mono get feature/implementation parity with CLR. Till then JVM is the only thing close to platform agnostic environment in town.