Hello Fernando: a couple of suggestions from me, for your consideration. All of these are offered in a constructive spirit
A totally new and indepth tech tree, along the lines of Mod33 or Mod34, etc. Whilst this only requires db changes, it is still a very big task, but adds massively to the game I feel.
Consistency of graphics throughout. I haven't loaded up WIF for a good few months (I have been working on my own HOI2 build), but I do remember it made use of colour graphics. Whilst this is not my cup of tea, I know a lot of others like it. What I do not remember though, was whether the style was consistent throughout (ie: whether all pics were converted to colour, or just some). From a style viewpoint, it is (in my eyes at least) preferable for all pics to be either colour, or black and white, otherwise it is a mish-mash of styles. Again, this would be a lot of work either way...
More Minister/Leader traits, or changing the existing traits. Some vanilla minister traits are overpowered and a no brainer to pick: the School of Mass Combat Chief of Staff, the Decisive Battle Chief of Army, the Administrative Genius Armaments Minister, etc. Other traits are either underpowered or underused, etc. This would require exe changes though, and may not be possible/feasible.
If there is the possibility of changes being made to the exe,
retaining the ability to use events/techs to update unit stats would also be important, particularly if the tech tree were expanded. If the exe could be modified to remove the need for countries to annex eachother to do this: even better. (I only bring this up as Patch 1.3 has removed the ability to do this)