my ideas:
1)abolish the province system, instead, let roads, bridges, railways, cities, forts and other infrastructure appear on the map. This gives a couple of advantages: It's fairly realistic, it leaves use for having anti-partisan patrols, it makes a guerrilla warfare strategy more viable and the most important, it gives infrastructure destruction in preparation to an assault more viable role
2)The flexible unit structure cited elsewhere seems nice, as you could then adapt your units to your strategy. Again: smaller units should be harder to detect, anti air should help against airplanes, and with 88mm gun against armor, police should give more control over cities, armored cars should give better road patrol/recon values, ...
Also, brigades should be able to operate next to their unit, and give support to other units. So an infantry unit close to an infantry unit with artillery should also get a bonus.
3)A special operations tab, allowing specialist units (british SAS, for instance) to cooperate with partisans to recover pilots, decipher codes, blow up bridges, ...
In general, what I want is more detailed options to make sure you have to plan your invasions better, or to make sure a defensive player needs to watch out all the time. This would make a nearly-won game with germany very exciting, while ATM it's just about waiting till your troops occupy the rest of the world. This would also make sure you have a realistic Operation Overlord, with all the planning, infrastructure destruction, etc instead of now just load your troops on your transports and click amphibious assault