I agreee with berto on two of his point above, (1) that modders' desires should be weighted heavily, and (2) that graphics should be made more fluid and tools be made available to players to mod the graphics, sprites and map more easily, etc...
Also, I've thought of another diplomatic ability that I'd like to see included, specifically in regards to the HRE. I would like to see the ability to offer/demand that an electorship be relinquished/resigned or traded to another player as part of a peace deal or diplomatic negotioation. Or if a CK style dynasty system is included, which I hope it is, then I would like to see the title be a linked to a person as opposed to a state.
EDIT: While I'm thinking of it...
We have probably all thought it at one point or another - can you please revise the system used for succession wars?! At a minimum the player should be able to determine whether or not he wants to accept the throne before war is declared. Also, a player should have the ability to chooses if they want to contest the succession rather than forcing them into an undesired war. Afterall, historically, succession wars were often anticiapted long in advance of the monarchs death. This gave states time to lobby powerful neighbors and prevent a crisis. This isn't the case in EU3 and as such it gives the game a very unrealistic feel to it. I hope that this is tied to a CK DYNASTY SYSTEM as well.