Also, having a built in exchange for BTC and Monero in the site would be so awesome. So for example I would like to be able to deposit BTC, exchange for Monero, play with Monero, and then withdraw Monero.
Why not, the website could get a little profit from this exchange and slit the profit between investor and the house or the website could use shapeshift.io service for this but then the will be able to accept like 20 altcoins too

On-site exchange is good idea but very hard to implement.
+1 to adding shapeshift.io to the deposit window. Shouldn't be very hard to do that.
Although other, more urgent things for now should be:
- fixing referrals for Monero (doesn't work/display properly atm)
- implement Monero tipping on chat
- smooth switching between BTC and XMR, without having to log off/log back in
while I'm personally not the biggest fan of having shapeshift integrated (I'm a 100% xmr purist
), I agree with your points. pretty sure admin wil chime in on this.
fyi the tipping is already working on xmr, but both sender and receiver have to be logged in under monero.