I would imagine most of the things on this list would apply readily to any 
IDE, but since you ask. 

1) One of the best IDE experiences out of MSFT was the F# IDE, where you 
could easily interrogate expression types by hovering. this helped 
immensely in that statically typed language. Now Julia isn't statically 
typed. But there are packages that help highlight potential issues, such as 
"type unstable" functions or obvious mismatches, such as passing a string 
to a function expecting a number. An IDE that made this information 
dynamically available would be powerfully helpful as you move from 
quick-and-dirty to locking-down-types for correctness or performance.

2) "Intellisense" is great because you type '.' and get a list of methods 
that could be useful to the value you have at hand. Julia of course doesn't 
work this way -- instead there are a variety of functions that might be 
useful. If you have an expression with a type provably more specific than 
Any it would be nice to show the output of methodswith for that type on 
some sort of shortcut. Unfortunately this sort of requires you to type 
backwards, but this might be possible with creative use of keyboard 
shortcuts and cursor movement.

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