Sorting for more than one field would be very useful e.g. in List Pages.

It would be nice to be able to select even the sorting order (ascending or descending order) for each field individually.

Example:
"Sales Order List" sorted by:
"Requested Delivery Date" (Ascending)
and then by Amount (Descending)
and then by ....

Basically, just like the sorting feature in Excel.

... and of course the sorting should be stored to the "Saved Views"

.. and the so often read sentence
"Similar to other UI personalization, your changes roam with you no matter which device you sign in to."
should also apply to this feature.