Yeah, there are a number of flicks 'n' tricks missing, that are seen fairly regularly in football.
The Zidane pirrouette (sp)
The Cruyff turn.
There's also the ability to take the ball in your stride that many players have. Basically, as the ball is played towards you, you stop moving, and are stationary. As the ball reaches you, you just drop your shoulder and are gone. It's similar-ish to a baton being passed in a relay race. There's currently no way of doing this properly, it's simply dependant on whether the pass runs in front of you or not.
Also, the fact that some players try daring things more often, like Trevor Sinclair's ability to attempt bicycle kicks when it's not really on. You wouldn't catch, for example, Dennis Bergkamp trying it.