I don't think that's really specific to Coda, is it? Local file references often don't match up to where they'll be in production, so you have to run a development server on your machine.
No, it's by no means specific to Coda, but it would be so awesome if they somehow were to solve it for me, or provide a way for me to solve it for myself. What I would imagine in that case would be some sort of plugin architecture which would allow for really tailor Coda for usage with whatever framework one might be using. Mostly for preview mapping but also for things like snippets, or more advanced auto completion. Also Subversion integration would be awesome. In fact, what would be even more awesome (but sort of redundant with Leopard) would be offering to set up a local repository for every new project.

Actually what would be totally awesome would be if Panic teamed up with Macromates and had some integrated TextMate in Coda. Not that the editor in Coda is bad, it's just not as good as TextMate :)

Actually $69, since you already have Transmit.
I did not know that. That would be awesome if I was looking to buy it :)

(Note to any lurking Panic developer: Adding some of this stuff would make me a Coda user :) )