The current Macro functionality is too limited. First and foremost, it should be possible to edit a macro (as in an editor). Second, macros should be more than just a string of Idea actions. If while recording a macro I open a dialog (i.e. Introduce Variable) and I hit OK on the dialog I would expect to not have to hit OK when playing back the macro. It should be possible for macros to manipulate the dialogs' input values and also to invoke them. We need some basic variable support so that it's possible to create a macro that will create a test case class for the current class. In order to do that, your macro would need access to the current class name, package name, and info like that.
The macro functionality in MS Word is by far the best that I've ever seen, and anything that gets Idea closer to that level of functionality would be golden. Everything I've mentioned above is stuff that's been old hat in Word for many years.