Byzantines - As Kochman pointed out, they were quite significant and long-lived. True, they were originally founded by Rome, but were quite distinct with a different language, religious break (Orthodox Christianity). They definitely belong.
Native American - I have to agree with half the posters here. Lumping all of them as a civ makes very little sense. Lumping, say, the Sioux, Mississipian, and Iriquois is, I'm sorry, ridiculous. Probably should bring back the Iriquois from Civ III.
Khmer, Mali - I kinda like them. Although I like history, I was ignorant of them. I admit I have a hard time justifying Mali.
Holy Roman - should be in, Charlemagne was very important. I don't agree you can say that they are basically Austria, German, whatever. Part of the problem is that there were basically 2 different Holy Roman Empires. One was the Carolingian (Charlemange, grandson of Charles Martel, definitely Frankish, originated and included modern day France), that basically collapsed soon after his death. The other was the more recent Holy Roman Empire, which was largely ruled by the Hapsburgs and incorporated a lot of modern-day Germany and the Austria-Hungarian Empire, that was largely an enemy of France. A second Hapsburg leader from the later-day HRE would be a nice addition.
As has been said before, the more the merrier, except for the native americans.
I agree with the Hitler debate. Either include him or get rid of Stalin and Mao. Admittedly, for marketing reasons, he can't be included. So, at least get rid of Stalin. Any other Soviet leader would be less offensive. My wife is Lithuanian, I'd hate to try to explain to her Stalin is in the game and Hitler isn't.