I wanted to wait a while before doing this, until I had a real feel for the OB-X8. I love it, and overall I think it's the best synth ever made. With that said, this is a list of everything I'd like to see changed about it, in order of urgency/priority. Some of these things may not be possible in firmware, but I'm stating them anyway in case there are future versions. Some have been mentioned by others.
1. Arpeggiator Clock
The biggest frustration for me by far is the lack of functions like those in the CLOCK section of the OB-6. The ability to set a tempo by BPM, and then choose subdivisions against that clock (or an external clock). I would also like to have tempo sync for LFOs, etc, but those are a lower priority. Not having that functionality makes the arpeggiator nearly unusable in a variety of situations. The RATE knob is imprecise, and you can only adjust it to match a tempo by ear. Also, when set to an external clock, there is no ability to choose the subdivision of the arpeggiator. It plays 16th notes only, synced to whatever tempo it's receiving. If this can be changed, I hope it will be done as soon as possible.
2. Arpeggiator HOLD
The way it works now, if you hold down notes with both hands, there is no way to press the hold button. I've ended up using my nose to do it. An option to switch the way this works, to a pre-played behavior, is badly needed.
3. OB-X/a/8 Modes, Pan Settings
Every time I start new program, the first things I adjust are the Filter Type, Square Mode, Envelope Mode, and LFO mode for the different versions of OB, and the Pan settings. Having to do a bunch of scrolling through Page 2 for those settings is very annoying. Ideally, there would be buttons on the panel, in the Control section for Pan Mode, Pan Width, and Stereo/Mono output (from the Global Menu), and in the Programmer section for OB-X/OB-Xa/OB-8 modes (including all of the settings above). Barring that, I think there should be an option added to Page 2, right at the start as the first option, to choose between OB-X/a/8 modes, that would switch the Filter, Squares, Envelopes and LFOs to match the corresponding model. Similarly, the Pan/Stereo settings should be moved close to the start. There should also be panel mode adjustments for those, like the other Page 2 functions on the OB-8.
4. Saved position indicator
This function exists on the Prophet-6/OB-6 and presumably Trigon-6. When you turn a control past the saved point for that patch, a red dot appears on the display. It was a very key addition to those models. I was very surprised this doesn't have something like that, and it should. It seems like it should be very easy.
5. USER Program Bank
It would be really good to have a separate, empty, USER program bank, instead of just having empty patches at the end of each factory bank. That's really inconvenient and disorganized. I would think this could be done easily in firmware.
6. Graphic design
Even though it's superficial, I really wish the OB-X8 had the blue-line graphics that Oberheim products are known for, instead of the earlier, briefly used gray squares of the OB-X. I awaited the release of the OB-X8 more eagerly than any other instrument, and I was extremely surprised and disappointed that it used that design, especially since the better known design was used on the OB-6. If Oberheim/Sequential produced optional replacements for the panel and lever box covers with the blue line design the brand is known for, I would buy them immediately. If they produced an alternate version of the OB-X8 with no changes except the graphic design, I would buy it immediately. If they produced a revision with that design, I would buy it immediately. Having waited this long for this synth to exist, and paid the not-insignificant price for it, it really bothers me that it doesn't look the way I think most people expected it to. I've never thought the gray squares looked good, and as a continuation of the line, it doesn't make sense to go backwards with the design. I really kind of don't like to look at it. Having owned an OB-6, I actually feel like it loses some psychological inspiration by not looking like what I consider a real Oberheim to be.
Aside from those, I agree with most of the suggestions above, but these are the ones that are most urgent to me.