I realize this is a very late breaking feature request for Drupal 7, however it is a one line addition to field.module that makes a hell a big difference to how we can approach theming fields.
With this patch we can have template suggestions/preprocess functions per #field_type - e.g. theme all taxonomy reference fields in one hit. At the moment, afaikt this is not possible, which means themers hav to either add these suggestions, override every field based on #field_name or live with the markup generated by theme_field - which is not very nice for fields such as taxonomy reference fields which should be, imo, a list and not a bunch of div's.
The one line addition is...
'field__' . $element['#field_type'],
If I'm missing something here let me know, I don't really get all this fields in core stuff but I build a lot of themes and would really want to be able theme per field type (as in changing the markup).