As always I will always want better an improved AI strategy & tactics models or more difficulty levels. Things that will always keep the game challenging like GC2.
Always want more races/nations like Civilization III & IV up to 15 I think it were. Also want more options on how the game is played. I'm not a fan of if the sovereign dies the games are over. Age of Wonders Origional gave us this CHOICE. We could put the leader/sovereign OFF the MAP and then one had to conquer the world completely. Then I would also like options of if I wanted to use the sovereign way of winning/losing to take that feature away from some or all of the ai opponents. In other words I could pick and choose who loses when they lose their sovereign and who gets to continue on or have him/her off map.
Edit: I haven't seen the tactical battles yet but I'd like them to be able to autoplay out while I watch them if possible like MOM did it. Sometimes I just like to watch the action or play an entire game letting the computer ai duke it out with itself and sometimes I feel like a nut and want an almond joy.
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Also a Fame screen with points based on what one did during the game.
Games with turn limits for victory. Games with time limits for victory. Games with destroy or capture so many cities during the game for victory. King of the hill games where the whole point is to capture the central castle full of dragons like in a Warlords game I played one time.