Being able to customise unit names, tribute messages etc without having to edit the language dlls.
Being able to use St Francis without typing in a cheat - I know he'd probably get overused but I wanted to use him and of course I couldn't.
Stop villies running away after finishing a farm (yes, that again, but it really bugs me).
Some kind of scripting language, not as complex as AOK triggers, but just something to allow the CPs to switch between .ais and .pers on the fly depending on the situation - e.g. if they are getting nowhere by making Cavalry, make Siege instead.
Pers that actually do what they are frigging supposed to for a change without hours of tweaking the bloody things ;-)
The ability to include your own graphics without having to mess around with drs files.
At least 24 bit bitmaps allowed for scenario instruction maps.