Rome Total War II with complete naval battles, more city micromanagement, more map detail, more goodies and resources, much better and intelligent AI, tech research, tech trading, possibility to create new colonies/settlements.
Much of that is unlikely from the actual Rome 2. Shogun 2 took a firm step away from micromanagement in all its forms - much reduced building options, more automation and fewer agents, no need for city governors, automated unit replenishment, automatically-generated garrisons, removal of the population growth mechanic, fewer trade resources in the landscape (and a maximum of one per province), global rather than provincial taxation and simplified happiness management, as well as the removal of Empire's village growth mechanic. From what I've heard, Rome 2 aims to manage provinces at even broader scale than Shogun 2.
I'm not sure if there was enough technological development during the Roman Empire to justify a tech tree, but if it's done I'd like one that's less 'gamey' and reflects actual technological change rather than just 'gain extra game bonuses'. Come on, having to research sumo contests or tea ceremonies? Or, in Empire, needing to conduct research to discover the wedge formation in use since at least medieval times (I'm not sure whether its use in Rome: TW was historically accurate; I suspect it's an anachronism as the wedge is a heavy cavalry formation, and nothing resembling knights really existed in the Roman world).
Specialized units such as: trade ships, caravans, manpower reserves, engineer and so on...
Again recent TW history argues against it. Merchants and diplomats have gone to be replaced by automated agreements; so have princesses. There's no pressure to increase the number of specialist unit types that require their own management.
More city view interface, possibility to design city defenses upon walls completion, possibility to add extra features to defenses in conquered/native cities, such as extra towers, extra gates, extra wall section and siege equipement for defense (scorpions, onagers, ballistas, whatever).
Maybe you should be playing Cossacks rather than Total War...?
Better game engine, more effort in game speed and playability, and not so much in graphics, since Sega takeover, the gameplay was never quite the same as in the original Rome Total War...it doesn´t flow smothly anymore...
Medieval II was almost a carbon copy of Rome in most respects; the two titles are far less different than other games in the series (except Empire and Napoleon, but arguably including Shogun 2 vs Fall of the Samurai). Empire was the only title that actually added significant new micromanagement elements (two flavours of happiness, technological research and scientist management, growth and management of multiple settlements in a region) - and nearly all of that was removed again in Shogun 2 (the research tree remained but both the tech tree and the effects of different techs were heavily simplified), whether because that's the direction of simplification the developers are taking the series, or just because these elements weren't in the first Shogun.
I'd like to see Colonization: Total War. It would focus on Africa and/or east Asia in 19th century. You'd have railroads, machine guns etc. It works great in Total War: Shogun 2 Fall of the Samurai, so it should work here, too.
Total War: Scramble for Africa (19th Century, numerous European and native factions) would work very well - I'd rather Asia was given a treatment of its own rather than tacked on to a game set elsewhere (again. Yes, I am looking at you, Empire).
An Indochina-based TW during the Khmer and early post-Khmer period (11th to 13th Centuries) would be one of my choices; multiple major factions in what are now Cambodia, Thailand, Vietnam, Laos and Myanmar (playable factions could include Khmer, Sukothai, Vientiane, Champa and Pagan, all roughly contemporary and many interacting with one another), as well as numerous minor factions and AI Mongols, as well as potentially influence and involvement of China (which would be off-map; the map would probably extend to eastern Thailand in the east and central Thailand in the south, the Indian border in the north and the Chinese border in the west, the general area of Khmer influence). In the Khmer empire this was also a period of the replacement of Hinduisim by Buddhism, and sectarian conflict between Theravada and Mahayana Buddhism, so there's plenty of scope for introducing religion, international trade and relations, and politics.