When I go through my collection, the only things I seem to be missing are:
-- sponges. I NEVER buy the damn things, even though I know I should.
-- an angled blush brush. I don't really prefer angled brushes, but I feel like I should have one to complete things.
-- one or two cream blushes that are more on the peach side. Most of mine are very pink/berry.
-- more stuff with SPF! At this point that's the only kind of product I'm actively seeking out: powders, concealers and lippies with SPF.
-- a great matte black and matte white shadow. I still haven't found my favorites!
-- eyeliners that work really well on my waterline. I haven't found any yet.
-- the NYX jumbo pencils in Black Bean, Pots n' Pans, and Cottage Cheese. UPDATE: got Black Bean and Cottage Cheese.
-- better lipstick storage! I have to keep my purples and corals together right now because I can't fit enough separate tupperware containers in to divide them.
And I always always ALWAYS want more empty containers. I have a total container fetish. :X