include checkbox-based selection in the grid and allow the persisting of selections in paginated grid (i.e. user selects rows on page 1, switches to page 2, returns to page 1 --> previous selection is restored)
Grid checkbox selection is shipped : http://demos.telerik.com/kendo-ui/grid/checkbox-selection. An option for maintaining the selection across pages is also provided - http://docs.telerik.com/kendo-ui/api/javascript/ui/grid#configuration-persistSelection
This would be a great addition because, as you can see from other comments here, it is a very common requirement. IMHO its current lack shows how much Kendo UI is behind the UI for ASP.NET AJAX in functionality. The Kendo team should stop adding new widgets for a while and start adding missing functionalities to the existing ones.
You should also be able to specify which property in the datasource represents selected, so the grid can load with items pre-selected.
It should also have a checkbox in header to select all rows in that page and it should also maintain persistence when paging, sorting and filtering
For starters, the checkbox based selection would be a big improvement, as it would also work well on touch screens (the current selection functionality is unusable on touch screens).