Got to start by saying I'm a huge fan of the CCR2004-1G-2XS-PCIe. When I've only got a single 1U space in colo, I can still rely on the confidence of a hardware firewall embedded into the server. It also gives the ability to ship a server out to a small remote office that automatically connects back home with a VPN tunnel for remote admin. So much power and flexibility!
Two things I would request on the next version of this router if possible:
First, it would be great if there were a way to power up the router outside a computer. Possibly header pins or a 12v Molex that accepts power input? I understand there may be issues with applying power on the header while also accepting power on from the bus, but if video cards can do it, surely there's a way. This would make its functionality independent from the host being able to POST (maybe I also want access to out-of-band management while the system is powered off). Additionally, it would facilitate the ability configure the router before inserting it into the server and loading an operating system.
Second, while I'm asking... A USB header on the board would be a very versatile feature. It could be used in host mode to connect a USB storage device (either internally mounted or extended for external connectivity on a separate PCI slot), or used in device mode as a serial console to a USB header on the motherboard.