Totally agree with Gman.
A deli- there is no where in Sydenham to buy nice cheeses, tasty cured meats or fresh tapas. WellBeing has a small selection of nice bread and cheese, but the prices are over inflated and the owner is not the most personable man I have ever met (im sure not everyone will agree).
A decent wine and beer shop - I am fed up with being faced with overpriced crappy wine choices in local shops. This shop in Old Street
http://www.citybeverage.co.uk/ is an independent that always has amazing offers in store and not too pricey.
Another pub, slightly different to the Dolphin. Antic or Geronimo or Capital (who own The Florence in Herne Hill and Actress in East Dulwich). All sell good food that is not as over priced and full of cheap produce like the Dolphin, which is a disappointment every time i dare order it and only go back because there is no where else! A Sunday roast that tastes like school dinners or a sausage baguette (this should be cheap pub grub) that is only £8 because they serve it on a chopping board with a tiny tin of chips...£8, ridiculous.
A bike shop - As a daily cyclist it would be great to spend my money in a local shop rather then shopping online or visiting shops in surrounding areas.
A Vietnamese or Thai restaurant - The Tamnag Thai in Crystal Palace is lovely, i know i would be a weekly visitor of a Sydenham Vietnamese or Thai.
A food market - I have high hopes for a decent North Cross Road style farmers Market occupying one of the new areas created by the redev of Sydenham High Street.
An art gallery/cafe- my wife is at home in the week looking after our 7 month old. There is no where in Sydenham for Mothers and Babies to meet like-minded peeps, or get together with their friends.
I think overall, good service, well thought out ingredients and good produce/products is key to all. It amazes me that the target audience is here in Sydenham, yet the businesses still seem to avoid it as a place to start trading.
I would love a M&S Food or Little Waitrose but that is probably just a little too blue sky eh?! Perhaps we should be happy with a high street full of Pound Shops.