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> 1) Add 'math.nan' as a constant to the math library.  At the moment, the 
> "feature" of doing
>        local nan = tonumber("nan")
>     works, but is inconvenient, probably non portable and hard to remember.

A more portable solution is something like "nan = math.sqrt(-1)", but
that relies on IEEE 754. Perhaps an IEEE 754 library would be a good
idea (I have a draft of one but it's not complete and it's not portable,
not even among platforms that claim to be IEEE 754. C99 helps here but
it's not widespread yet.)

> 4) The issue of accessing nested tables comes up on a regular basis. 
> Doing so in the API is tedious, so
>      I am sure everyone has rolled their own equivalent of:
>             lua_gettablepath(L, arg, "key1", "key2", ..., NULL)
>      using varargs.  Would be nice to standardize this as a convenience 
> function.

Lua 5.1w4 has luaL_getfield that does something like that.
> 5) Please, please add a section to the Reference Manual documenting the 
> functions in lauxilib.h.

This is in our plans for 5.1.