I'm missing global filter rules that work (automatically) for all IMAP mail accounts = the whole Unified Inbox. If someone wants to have a rule only to work for a certain mail account it should be easy to restrict this rule with a simple additional condition.
All other mail clients that I know (for OS X: Entourage 2004 and 2008, Outlook 2011, Apple Mail) have this feature - why not Thunderbird?
I know that it is possible to export rules from one account and import them to another account. That is very cumbersome if one has many mail accounts and many rules and in no way a substitute for global rules.