I would like:
SUPPLY!!!! The Infrastructure of provinces between supply base and the
current location should affect the level of supply. The resulting supply should be devided up between the units, so if a province could supply one division with full supply per day then 100 divisions in that location would only recieve 1/100 of their supply per day (I hated in TOAW where all divisions recieved 3 percent per day regardless if you'd 1 or 1000 divisions). A nice colour coded Supply Map could show this. Linking up with the Japanese should be impossible. Weather should also affect supply of these provinces more if they've low infrastructure (Mud as in Russia).
Strategic Bombing and U-boats. This is where a much simplier implementation would have been better. One side should just allocates bombers (or Uboats) and the other should just allocate fighters (or escorts, from destroyers to carriers) and then it should just happen in the background, with the result of lost ICs... I should not have to be trying to chase bombers over German with my fighters like some sort of extremely lame arcade game.
Something the same for Fighters over areas of the battlefield. Allocating Air-Superiority fighters like in TOAW (one good thing about TOAW). And just worrying about the bombers...(seperate Air and Land maps would be nice...not to easy to see ones fighters hidden away under land units at the mo).
And what I would like would be sliders like in EU2. You can only move them slightly, every few months. Not suddenly switching from research to production in the blink of an eye (Albert Speer was good, but not that good).
It would be nice if you could produce tanks and planes and soldiers and make units up from them (or use these produced tanks and planes and soldiers as REINFORCEMENTS or to create divisions) instead of producing divisions. And as for the reinforcing a unit from strenght of 1 to 100 in 1 second...(some sort of REFIT button should be present for a unit, and when it's on, the unit slowly regains strenght and loses Organisation). Experience would be nice for units too.
Partisans...
And a tiny thing, for a new unit, could the Machine select a Mj with a skill of 2 or 3. Not one with a skill of 0...
And it would be nice if the map provinces changed colour like in EU2 when the weather changes...
And it would be nice if the AI was sentient and self-aware, not only capable of passing the Turing Test but of devising A Grand Unified Theory in less than 10 minutes, and of course, the AI shouldn't want to enslave humanity.