I'd like to see a construction that would allow a kind of one-stop-shop for cargo interchange. Here's a description of how I think it would work in-game:
http://coastdaylight.com/readock2.jpg
http://coastdaylight.com/freight_house_rear.jpg
Edit by Yoshi: Removed embedded images. Please read the forum rules.
The upgrade to this idea is that the interchange itself is a warehouse for a particular type of goods. Being able to set up the warehouse so that it has a specific product demand from the rail-side and another demand from the street-side would be nice. Think of a railyard/stockyard for cattle. The train pulls in, unloads cattle. The cattle are sent through a large building and the output is food, which is available to load to either rail or street cargo directly from that building.
Make sense? I don't know if it's possible to inter-mix these station types, but I think it would be a bit more realistic in a lot of ways.