CoreAbilities show the special construction choices. Like the slums for a level 3 town being one of the city level up choices.

Here you go:

Conclave 3:
- Archivist: +50% city research production when producing research here
- Oracle: +1 essence in city
- Scroll Scribe: +20% to city research production; provides Blizzard Scrolls, Return Scrolls, and Summon Air Elemental Scrolls to shop

Conclave 4:
- Academy of Revelation: +10% faction research production
- Amethyst Vault: +2 crystal production per season
- Tenfell University: this city's research production is unaffected by unrest

Conclave 5:
- Hedigah Bathhouse: +1 Water Mana; city unrest reduced by 30
- Pyre of Anniellum: +2 Fire Mana
- Tower of the Magi: trained units receive 10 extra spell resistance; city is immune to strategic spells

Fortress 3:
- Infirmary: units trained here receive trait "Endurance I" granting them an extra 1 health per level; units stationed in this city heal by an extra 10 health per turn
- Strike Garrison: units trained here receive the "Impulsive" trait, granting them +2 initiative
- Watchtower: units trained here receive trait "Charge" granting +1 move and +2 attack on their first turn in a battle; city defense force increased by 1 catapult

Fortress 4:
- Gallows: this city's production is unaffected by this city's unrest level
- Mining Guild: +2 metal production per turn
- Prison: -10 unrest in all the cities you control; -1 growth in this city

Fortress 5:
- Great Arena: units trained here receive +1 attack (note that this probably only applies to units with nonzero base physical attack) and +3 health (both of these apply per-figure)
- Onyx Throne: -30 unrest in all cities controlled by the player
- Underforge: +1 Earth Mana; armor production cost is halved in this city

Town 3:
- Guild Grocer: +5% health for all the player's units
- Slums: +3 growth in this city; +5 unrest in this city
- Guild Warehouse: +50% gildar production in this city when producing wealth here

Town 4:
- Almshouse: +1 Fame per season
- Embassy: the unrest penalty for empire size is negated in this city
- Governor's Office: +1 production per material in all cities of this player

Town 5:
- Guild Lendinghouse: +2000 gold upon construction; no ongoing bonus
- Guild Tribunal: +2 production per material in all cities of this player
- Mint of Ruvenna: +5 gold production per material in this city

On a related note:

Some of these feal really weak compared to the other choices.

I have never taken:

Conclave 5: Tower of the Magi <- Useless. AI spells on cities are neglectable and I do not think it would protect against ground targetted Volcano (?) The +10 Magic resistance is a joke. So basically if I have this super awesome tower enemy spells fail 10% more of the time? Yeah right. I totally need that before +2 Fire/+1 Water....

Fortress 4: Embassy <- Why....?? If my empire is so big it becomes a challenge to get unrest from amount of cities down I'll use Fortress 5: Onyx Throne instead not this bad improvement.