1. Foreign trade routes - would have to have a road/railroad and open borders with the other civ.
2. As mentioned by others, rivers should qualify for trade routes, but buildings necessary in both cities that cost maintenance (docks?).
3. Towns as tile improvements that provide gold, grow, and count towards population (at least for science, maybe not for trade route income).
4. I don't know if this was in any prior games, but I think trading posts (or towns) that are built on roads that are part of a trade route should provide extra gold.
5. Colonies or some other mechanism that allows you to grab a resource without planting a full-fledged city. Maybe for this type of resource a trade route would be required to hook up the resource, so the choice is between unhappiness and gold maintenance?
6. I'm 50/50 on this one, but Health. It adds a layer of complexity and difficulty.
7. The map of relations in Civ 4. I'm not interested in the overall diplomacy debate, but I really liked being able to see at a glance who was allied with whom, at war, liked/disliked, etc. The lists are usable, but not as easy.
8. I think Civ4 handled victory so much better. I enjoy reliving my wins at the end, and while progress has been made here, I liked 4's better.
@skyclad - I know what you're saying, but I personally prefer not having a road on every tile. It adds a very real layer of strategy and logistics to the game, especially in terms of troop movement, planning, weighing benefits of a non-profitable road vs the costs, etc. I know 1upt is frequently panned because of the way it complicates troop movement, but I actually highly enjoy the logistics of moving a large army and having to handle choke points, etc. My only gripe with it is I can't pass civilians through foreign units like I can with military units.
I also think the trade of strategic resources is more complex and immersive than in civ4, with the finite quantity and its impact on your ability to create units. It definitely makes trading SRs more of a choice that you have to weigh.