I've really been enjoying playing Train Fever, however the issue that seems the most game breaking and frustrating for me (and it seems many others as well) is the inability to create dual track tunnels and bridges effectively. Either there are terrain errors because the tunnel ends can't be beside each other, or the tracks won't "stick" parallel along the tunnel route.
This could go hand-in-hand with a tool to plan tracks, signalling, and stations before purchasing them. The ability to adjust the tracks mid way, or try to move tunnel entrances and bridge piers would also really help.