Well, being a fan of the entire series, I'll state my preferences on this game (I play more economic instead of military games, to be honest)
First thing first...RESOURCES. Resources need to be expanded a great deal in this game, both in number, and their importance and complexity.
For example, let's say you land yourself one wine bonus. Well that's awesome...except you have one of those bonuses. Therefore, the wine should be limited to a few cities...like the 4-5 largest cities in your empire. That one terrain bonus shouldn't be able to supply ALL of your cities with a luxury resource, and that resource should be used to supply either your largest cities (more demand, thus making it more profitable) or the closest cities (less movement, but if they're already supplied with wine, the traders will keep going to the next city).
Resources that I want to see in this game include (that weren't in Civ IV, but were in others):
Textile resources, like silk, and cotton.
Tobacco
Tea/Coffee
Rubber
More food types like barley, potatoes, olives (more for olive oil though, like grapes being called wine), maybe some more widely used veggies like tomatoes, and a non-tropical fruit crops, like apples for temperate regions, and oranges for more Mediterranean like regions.
Salt
Maybe more metals, like tin, and titanium.
Natural gas-gives production bonuses for cities in colder climates (tundra), due to its efficient heating properties.
Corporations. First, toss out all of the Sid corporations, because I find them generally pointless, and rather...lame. On top of the new raw resources, there should be more developed, processed resources. These can come from building a specific type of facility, or having the presence of a corporation devoted to that resource. Examples I want to see are:
Car manufacturer (Like GM or Toyota): They would require an assembly plant or a factory to be built (I'd rather have a specific name, like car assembly plant or something). The manufactured product would need you to have iron/steel/aluminum, oil, and rubber for you to be able to build cars, and cars will not only have an added effect of being a new luxury resource (increasing happiness), but it'll also add one extra production of each food, shield AND commerce for every tile within a city who has car production, or has the corporation in their city (aka, a dealership of sorts), however this will increase unhealthiness due to pollution.
Food processor (like Kraft): They would require a factory as well, and they will produce the finished product "canned goods" in which will allow distant trade of your food products between your cities or other empire's cities. Basically, like people mentioned before...I miss importing food in Civ II...however, I have high doubts a bunch of wheat, or fish or cheese, can last very long while traveling, unless they're sealed up and have been processed somewhat. So, this corporation will pack up x number of food (that you say it to pack up) and allows it to be instantly delivered using another office in another city, or using one of your government's supply vehicles to bring it to a city without an office (slower, since its one vehicle convoy, instead of the x hundreds the private corporations will have). I'd say it'd require basically surplus food in a city, with at least one type of metal, be it tin, copper, iron, or aluminum, though aluminum would grant an added bonus.
Energy companies (Exxon, Shell) as you can guess, will be both the oil-natural gas-coal-electricity companies of the game. They'll provide shield production boosts, due to the high value of their goods, and will make an added commerce bonus if you have the automobile resource. Also, sometimes they'll make an offer to build/buy a electric plant off of you, in return you pay them x gold for buying the electricity back. I'm talking about rather large funds too, not pittances, that can help in hard times. These will cause a bit of unrest however, due to people angry over high gas prices. The oil refinery will be needed before this can pop up
Others that I won't go into detail, like McDonalds type fast food, requiring cow/wheat/potato/olive oil, that can be changed around to match the city (like, Asian nations using rice and fish/crab instead of cow and wheat. A brewery type corporation that will process barley into the poor man's wine, adding happiness while taking some healthiness, same goes with a Malboro type corporation.
Anyway, to keep going on with this, new buildings need to be added, in my opinion.
First, almost every city with a resource in its fat cross should be able to build a special structure to help increase production. For example. Cities with oil should be allowed to build an oil refinery, cities with cow/pig can have a meat packing plant, cities with rubber have a tire factory, cotton and sheep have a textile mill, so on and so forth.
I also think that whenever you're upgrading your transport routes, you should be forced to build a train station to make full use of either the improvement, or just to grant a greater trade benefit.
A few small, graphical improvements:
Roads shouldbe showing little carts and caravans making use of your roads, or boats hugging the coasts/rivers for trading. Later on, when you have the railroad and global shipping, you'll see little trains moving along the tracks, and little ships moving to cities and colonies. Now, this can add a few new dimensions...like showing your trade routes to you and your enemy (thus showing him how to isolate cities, through showing him what road/rail network is used the most), and should help if you want to harass economic shipping or trade (raids against merchant ships should allow you to to either isolate entire cities, or at times just sporadically cut off supply (as long as you don't have another shipping route/network in case of emergency...
Also, somebody mentioned the Palace improvements from Civ II, and yes, that needs to be brought back, pronto, but you should be able to know what will make it improve (something like...get furs to get the beautiful bear rug, or land some marble for better walls, or loot a few cities to get this non-culture artifact, as spoils of war), on top of that, they should make use of the Demographics in the game, allowing you to build special buildings in your capital whenever you reach a special milestone (Get 10,000,000 for small census repository, 100,000,000 for a large one, x number of cities allows you to build a parliament, x tax income allows you to build an IRS, all giving you small bonuses (Tax income increase due to the census keeping track of everything, parliament increases happiness in your cities, IRS lowers corruption a bit, so on and so forth)