I would like some more depth to certain areas:
1. Trade. I applaud the trade route system. Loudly. However, I want a greater number of routes, but cheaper trade units and lower yields per route. Also, I would like food and production yields from internal routes to be based on resource differences in some part. For example, if the sending city has wheat, but the receiving city does not, the receiving city should get a greater amount of food. Also, GPT and resources traded between civs ought to be carried on trade units.
2. Espionage. Spies assigned to an opponent's cities should gather more information. For example, they should have a chance to reveal what other cities are building, or perhaps even occasionally show some of the targeted player's troop movements (as in, they could make the tile/tiles in question visible for a turn, not just mention that he was launching an attack). They should also be able to scout out nearby terrain to help prepare for an attack.
3. Aerial warfare. First, there should be a distinction between land-based aircraft and carrier-based aircraft (and perhaps flying boats could form a third category). Land-based aircrafts should be able to base in cities and perhaps at airfields (see below). Carrier-based aircraft should be able to base anywhere land-based aircraft can as well as on carriers. However, they should perhaps be somewhat less capable in other regards than land-based aircraft to compensate. Land-based aircraft should include fighters (Great War Fighter to Fighter to Jet Fighter), attack aircraft/dive bombers (bonus v. ground units, penalty v. fighters) (Great War Bomber to Attack Aircraft to Jet Attacker), tactical bombers (bonus v. cities) (no WWI version, then Bomber to Jet Bomber), stealth bombers (quite high evasion, perhaps bonus v. cities, but definitely high cost), recon planes (large air recon range, but awful combat) (Artillery Spotter to Air Recon Plane to Spy Plane), and (land-based, and so large) torpedo bombers (strong, but may only attack naval units, and a large penalty v. submarines to simulate the small chance of catching one on the surface) (no WWI version, then Torpedo Bomber to... not sure). Carrier-based aircraft should include naval fighters (no WWI version, then Naval Fighter to Naval Jet Fighter), naval bombers (bonus v. naval) (no WWI version, then Naval Bomber, then... again not sure), and naval recon planes (large air recon range, but practically or really useless for combat) (maybe a WWI version, but then Naval Recon Plane, then no upgrade). Flying boats would show up in the pre-WWII era, and would act like heli gunships for water, be able to traverse land tiles, but not end their turn there, have a large sight range, and otherwise function as slower naval bombers, but without the requirement for a home base. Airfields should be added. They would be improvements which could house some set number of planes.