I would like to see mercenaries in the game. I suppose Privateers are similar, but I'd like to see it expanded. For example, you can attach it as a building to a certain technology (Currency being the most obvious choice), which lets you create a specific number of instant units that cost gold instead of hammers, have higher upkeep costs, and also have a unit limit like Missionaries, so they can't be spammed. I feel they have more entitled to be in the game than corporations, to be honest, just given how much longer they've been around.
I think it would be nice also as a sort of bonus unit, when you're surprise attacked or on your last legs. In the same vein, a citizen militia would be nice, for after you've lost a few cities and the people know their empire is on its last legs. We've all had to deal with the city jumping wars when the enemy is all but finished, and it would be nice to add some excitement and unpredictability to that. You could send a few Infantry and Artillery to finish off some puny village when 5 mercenaries and a militia pop up to defend it.