Things like two pantheons, more belief types, things that are otherwise impossible to do via LUA or XML.
Probably new graphic styles, new terrain types, Rise and Fall of Mankind (can't wait!) Nicely voiced and improved leader screens, hell of a lot of things.. at least, that's what I think it is.
DLL is pretty much like the release of an engine, it broadens up the abilities modders are otherwise unable to do via LUA and XML.