Quite possibly already mentioned, but things I think we need:
Auto-magistrates should be a given; what about auto-colonists? Maybe you could lay down a marker over a region and the AI will send 1-10 colonists when available?
More diplomatic options, both in war and peace. In war I want to be able to grant provinces to my allies (without hoping they will make a separate peace to take them first), maybe at half the infamy cost?
There should also be a 'Balance of Power' alliance that kicks is when a blob is in danger of destroying the continent that lasts only for the duration of the war and the only peace option is to restore pre-war borders. Would help against aggressive AI and human world-domination (unless the aggressor somehow won).
Similar to the above, why can't we get new nations involved in ongoing wars? It happened often IRL with nations DOW at later dates but currently only those accepting at the start can participate as part of that war. We should have the option to stabilise our country/build our armies before joining a war.
Naval bombardment - against coastal provinces only, late-tech ability, works as a seige tactic.
More things to do outside or war, that don't rely on vast sums of ducats. If you are not a colonising nation and have little money, what is there that you can do in the game? Needs a bit more substance to allow for more games involving non-aggressive acts.
The balance of power alliance is a very good idea I have posted a very similar idea somwhere.
I want to se trade developed. To build and supply an army you need, iron or cupper ( it depends of you unit type) naval supplies (ie wood) and cloths if you don't have gloth you need textile manufactory and then you can use wool and bomull instead and grain/fish.
Navy requestes the same stuff but in a different amount.
To keep the people happy you need grain/fish and cloth.
To keep the aristocrats/plutocracy good you need wine, tobacco, coffee, tea and spicies when you can import a hugher number other parts of the population gets happier to.
In northen regions fur is hold down attrition for armies and keep the populations mood up.
Slaves keep the production up with some percents.
When you need these trade goods you'll have to buy some of them and then sign trade agrements with nations and they'll supply you with the goods and you can export stuff to.
Some ports and stragits gain harbor fees when traders need to use them. controlling areas where traders pass will gain money.
In combat some areas would give hughe defense bonuses, defending for example a mountin pass have hughe advantages. Etablish bridges over rivers, the possiblities to destroy bridges and slow down armies or even stop them from passin.
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