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There is already sort of an auto movement feature. If you click on any walk-able area on the mini-map your toon will move there, but there is a sort of range limit so it can only auto move a short distance - you have to keep clicking on the mini-map.
Also, this is a good idea:
Yeah this just seems extra lazy and unnecessary. I would however like to be able to set my own way points on the map and have an indicator on the minimap like we do for quests.