I'm living in a place with rather poor internet conenction (slow but worse there are often connection failures) so trying to initially clone or pull from a new online repository is very painful because a lot of the time it just stops. There are two issues:
When the connection fails, it leaves the lock file there so I have to manually remove that file then hg recover. That took some research to find out and a GUI option for it when a pull has timed out (or on cancelling a pull) would be rather helpful.
Some way of resuming interrupted pulls or clones would be great. Currently it seems to be all or nothing, which for me means nothing. I saw a GSoC submission discussed this sort of thing 2 years ago and I know there's a group called palaso trying to do the same sort of thing, and I see there's something about largefile support with resumes and caching in recent Hg so I just wanted to mention it.