It would really be great to see some more variety in cavalry early-game. Chariots and horse archers seem way to limited to me. Some kind of early close-combat riders would be really neat.
Also, I feel there is a kind of gap between the archer and the longbowmen. The strength difference is a really big leap. Some kind of in-between unit would be great (shortbowmen?)
i would like to see more variety of modern units which could also be utilised in unique ways, like for example a land-transform like a truck or something.
I would also like to see a larger variety of missile units (nukes should inflict more damage in my opition, too)
and maybe a few more recon units in later eras, like sattelites. Spies should be able to affect diplomacy between 2 other nations rather than your own (with the arrival of media)
It would also be a good idea to have UN units which would not be as strong as normal units, but they should not be able to capture cities or plunder, they should just be able to attack. Only the player who's built the UN should be able to create those units.