Church DLC in this or that variety has been suggested and even speculated on many times, including a couple of threads I made. I'm very much in favour. I'd like to see pilgrimages, monasteries, female ecclesiastic vassals (abbesses), more rigorously unmarried Latin clergy, perhaps canonisations of in-game characters but I've got mixed feelings about this one (assassinate 20 people to claim their inheritance but win two crusades and keep two or three good traits and you're set if Piety score were the determinant).
But it would be cool if pilgrimages came to a place where 200 years ago in the same game a reputable bishop died or a ruler called "the Holy/Apostle/Blessed/Monk" ruled or died or perished in battle.
It would be good to see some tweaks to the existing system of divorces, excommunications, invasions etc. to make it look less like bribery (it doesn't look like sheer bribery right now but it's quite overt sometimes, which is not really as much of an annoyance when others get it done (which happened a lot in history) but when you can't get things done the non-sticky way).