I've been playing a lot of AGoD lately. Here's some things I think could/should be done.
1: For the love of god, performance improvements. I have a damn good computer - it may not be beastly the way it was two years ago, but it can more than hold its own. When 16+ miners spring into action, though AGoD starts chugging down. This should not happen.*
2: Related to (1), I'd like an opton for Dwarf Fortress-style dig designations. IE, click a tile to start the designation, click another tile and every tile between those on the X, Y and (toggleable) Z-axes is designated for digging.*
3: The ability to build UP on the surface. Now that we have constructable blocks, I'd like to build a structure aboveground, perhaps a nice church to go with all the gravestones I'm going to be putting up there.
4: The ability to use stone for fill-blocks in addition to wood. This is kind of a no-brainer, I'd think. I often find myself with far more stone than I know what to do with, and more coming in; I have to either spend it, or sell it.
5: A graceful way to handle overflow: if you overflow on a resource, it should automatically sell off, and if you overflow on money, the King should hold onto it until you have room in your coffers once more (maybe skimming 10/20% off the top?)
6: Something for Researchers to do once you've hit all the techs. As it stands, I get two, three, hit the cap quickly, and tell them "Thank you, gentledwarves, now your services are no longer required," and give them their marching orders back to Hemfort... If they're lucky. (If they're not lucky, I lock them in a cage, starve them to death, and use their tombstones to decorate.)
7: Dwarven socialization, perhaps? If you construct a dining hall with a massive crapton of tables and chairs, the dwarves will swarm it, which is cool; there should probably be dwarven banter and chatter going on there.
8: Perhaps a sandbox map at Hemfort, with the ability to ship off, rather than sack for resources, stuff. So you can, for instance, send back all those elven wall panels/floor tiles and gnomish furniture and Wizard apparati, and build a Dwarven Museum of Outsider Architecture. (I can't be the only one who plays the Prince up as being a collector of nifty stuff.)
9: Related to 8, perhaps you could have things you've stored at Hemfort shipped to your new fort for a nominal fee in gold? It would certainly make sense for the Dwarven Prince to, say, have a supply of things he's always going to want with him traveling with him: Master workbenches, etcetera. Probably not, since this would make it pretty easy to tech-up really quickly by just bringing Master research tables with you and deploying them long before you can build them normally.
Most importantly...
10: Add a Fullscreen Windowed mode!
I had to find a program to force AGoD into fake fullscreen mode. It'd be really nice if I didn't have to do that.
11: Related to the collecting, let Dwarves use non-dwarven food-tables to eat with, and non-dwarven book-tables to research at, just for that extra bit of panache that comes with pulling off a "Tonight, we dine in the enemy's commisary!"
Plus, Gnomish book-desks look awesome.
*For reference, my gameplay style involves simply excavating the entire underground layer-by-layer. AGoD slows down and starts chugging massively when you're mass-designating, and then when the dwarves spring into action, it chugs down into stuttering every two seconds or so.