It appears as if very little has changed in the SqlTableAdapter between 3.5 and 4.0.
I've just switched to 2010 last week so I don't have a ton of wishes and wants, but here are a few problems I've seen so far.
1. The inability to add a parameter that is of type array/comma separated is a killer
Select * from Table where ID in (@arrayofids)
2. The inability to bind a connection string to something other than the web.config (when doing asp.net) would be awesome. It's a major pain when you are dynamically getting connection strings and you have to keep setting the tableadapters connection string.
3. The inability to change the connection string at runtime when you just create a simple query (Add->Query) in an XSD. Can't be done without having to go through a ton of hoops and then essentially creating way more work than just writing out your own SqlCommand.
Other than that, I've really enjoyed the new additions to the .net framework. Thanks!