Walls would probably be a pretty good idea.
Here's my idea for implementing them:
Each wall component (which takes up a square) costs one worker (whether it's a slave or not doesn't matter). This makes it expensive, and simulates that many laborers have been killed when constructing large walls in the past. Bombardment units can pillage walls, but they don't always succeed. Maybe the walls could have a bombardment defense of 24, which, for example, would mean a cannon would have a 1/4 chance of knocking down a section of wall when bombarding it. Units can't cross over walls, but cannon or more advanced artillery units can bombard over them. Also, each wall component costs two (maybe one) maintainence per turn.
Farms and super mines might also be a good idea. Instead of railroads giving an extra food to irrigated squares and an extra shield to mined ones, you can build farms and super mines, and railroads only help with movement. Although the word "super mine" sounds kind of stupid (no offense). IIRC there are three main types of mines (forgot the names, though), and that one is better than the others. Maybe "super mines" could be called whatever that best kind of mine is called.
Although, as always, we can't expect these things to be added on a whim; it'd have to be thought through whether these would keep game balance in order. The rest of the ideas I don't really like. WW1 trenches and light bunkers aren't bad, but I don't think they'd really improve the game.