One big feature that used to be missing in EGit compared to the native git client is interactive rebase. You can have an introduction of this feature at gitready.com or github.com.
The good news is that EGit 3.2 (to be released in December 2013) will bring feature support for interactive rebase. Some time ago, Matthias Sohn wrote a step by step guide how this feature will work in EGit 3.2.
To check what other new features/improvements/bugfixes we can expect for this release, have a look at the New and Noteworthy section for EGit 3.2.