Don't miss:
Religion. Adding religion to Civ5 would be great, but it shouldn't be the way it was in Civ4, like get a religion for free +1 happiness and then GP for shrine for massive gold. Too one-sided.
Corporations. Never had a chance to build great economics using them.
Well, I wouldn't mind if they were implemented. Especially if you have to compel for it even with CSes. Would be fun.
Stacks of Doom. Hooray to more tactics.
Espionage were also badly made imo.
I miss:
Old culture system, including border swapping (why, if it were implemented in Civ5 in the release, ICS could have been much less imbalanced) and being able to win by culture even with a very large empire.
Social Policies. Well, Civ5 system is fun but is a sacrifice of realism to gameplay. Social policies doesn't that closely connected to culture, in my opinion.
And technological tree. It was more branched, and I liked it.