Difficulty sliders.
Reason:
Civ4 on deity sucks for being too hard, on immortal its boring fast.
Civ5 the same.
Civ3 the same.
Age of Wonders 2 sucks on hardest diffculty for being too easy, like Heroes of Mightnmagic all versions.
GalCiv has similar issues.
The reason is simply, that the difficulty steps are steps and if the fun would be just between two difficulty levels, fun is gone. The solution is fortunately simple:
All (or nearly all) difficulty settings are anyway coded in some variables (e.g. production bonus for AI, health bonus, research bonus, XP bonus, which AI subrountines are switched on, ...).
Therefore for solution, its just one sub-menu accessible via option "Difficulty: Custom", with sliders (or fields to type in values or whatever) which directly change these difficulty variables, which are anyway changed by difficulty settings.
E.g. want to have tough instead of numerous AI opponents +200% HP, +0% production, which will be a different game experience as simply a high difficulty.E.g. diverse opponents, one AI opponent could be given swarm bonuses (production bonus for many units), one AI heroic ones (XP bonus, better souvereign) and the last just durable troops (kingdom/empire bonus points, health bonus), which will be a completely different game from simply 3 hard AIs.
A nice addition would be, that player bonus or malus could be set that way as well, e.g. player +100%xp bonus, AI +200% production could yield a "hero wades through hordes" game experience without being too difficult.
As a sidenote, i know exactly 1 single game with difficulty sliders, Empire from 1987, no other game ever seen again with them, always wondered why. Anyone idea why?