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Of course the list of algorithms not included in Sage is infinite, and which ones are important depends on who you ask. :-) Probably the best thing to do is take some area you are interested in and find the first thing that is missing. If you had a list of important algorithms it shouldn't be too hard to see which are in Sage and which aren't.

There is a list of tickets that need work if you really aren't sure or just want to know what other people think is important. In my opinion going through that list and getting things reviewed, marked as won't fix etc. would actually be more helpful than a list of algorithms to implement, but it's tedious work.