This sounds like a really great idea, and it would be great to have. A good bit of this can be done with a coach or a bit of introspection, but a program would be awesome.
Why this program hasn't been made yet?

Q: Why not?
A: Economics. No entrepreneur sees it as economically justifiable at the moment. But there is at least one school of thought that sees HUGE advances in technology coming in the next 20 years:
http://oeco.blogspot.com/2011/06/towards-solving-chess-and-technological.html

Thx everyone for ur reponse)
yugiohdark13, yes, this is actually what I'm talking about. Today there's nothing even close to what is described above.
TheIsolatedKing, I'm a programmer too but I specalize in web programming. So for those who understand it's obvious what a rape for a computer (cpu/gpu) it would be if you use javascript/php/anything similar to write such a program. Maybe C, Java or maybe Ruby (??) should be used.
And point 5 seems to me one of the easiest) e.g.:
tendency to create batteries: generally, you (not you, program of course =) ) look at the move when batterie is created, get an estimated evaluation from a strong engine (like stockfish) for several poistions before and after the move when battery is created, compare evaluations (if battery had strengthened players's position, then making a battery was a proper move). You can also count how often the battery was created (in how many games). Well, it may sound quite complex, but in fact it's easy as hell) Programmer's determination is the key)
Wouter_Remmerswaal, I've tried several products, but haven't seen anything like that. But maybe you r partially right.
phillidor5949, yes, your are 100% right. Such program/service won't get as many lovers as facebook or google, but it would gain some respect from narrow target audience. I feel that it can be "modestly" profitable =)

I have been programming since I was 10 years old .
when considering which features it should be made. it isn't important to consider how difficult it is. it if was easy everybody would do it. I don't work with coding programming is one of my hobbies.
e.g. I could imagine a feature that compares each position in a game with the TT database(50000+ tactics) and after that list how many Tactics you missed during the game and what types of tactics you missed.
the best thing would be if ubisoft decided to make chessmaster open-source when we could alter the game analysis to include more features. then it would be possible to use the mentor lines to the game analysis. Since ubisoft doesn't appear interested in making a chessmaster 12.
Hi there.
Imagine the program (or chess algorithm) that can analyze games and take into account personal style of play. It will be able to "draw" player's portrait:
1. general strength of play in opening/midgame/endgame with bullet/blitz/rapid/standard time controls
2. frequently used openings, well known openings for white/black
3. frequency of making blunders
4. type of blunders (moved into mate, material loss due to different combinations (1,2,3 moves etc.))
5. personal signatures - tendency to: create batteries, exchange queens or other pieces, early (or late) castle, push pawns forward, making sacrificies (not only proper ones), think quick/a lot in different phases of game and with different time controls, play an open/closed game, and so
6. ability to find mate or material-winning combination in 1-2-3-4 moves
7. ability to mate a single enemy king with different pieces (two rooks, king and a rook, king and two bishops, king + bishop + two knights, etc. - because some players simply don't know how to mate in certain situations)
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For giving appropriate math.evaluation and finding best moves it can use some chess engine (there're some free and very strong ones).
This program will be able not just to perform an all-round analyzis (and highlight person's weaknesses), moreover, it'll be able to "imitate" human style of play, with all these complex blunders, non-ideal moves and timing problems.
It can also track player's improvement in all areas of play. Isn't it simply cool?
P.s.: I've seen a lot of programs (guis/engines), but what they do is only showing best (the very best) moves and some obvious blunders. They also give math evaluation to a poistion, but it still far not enough.