It'd be pretty sweet to be able to include a short message with your transaction. While I guess this message would be pubically readable (i.e. in the blockchain) it'd be good for reference numbers and the like. There's no reason why this technically couldn't happen right?
It would be pretty cool if the client could sign a message with your payment, an the client could verity that signature.

Don't include the message in the block chain, just send it over whatever medium you normally communicate with.
Better yet just encrypt it with the receiver's public key. The message is in the block chain and only the person receiving the funds can see it.