Totally agreed, I would also like to be able to bid on provinces (to make things like the louisiana purchase easier to accomplish).
Something I'd love to see about colonization is the ability to claim a piece of land in the US without actually owning it. This would, through a little scripting, make the Inter Caetera, Treaty of Tordesillas and Treaty of Saragossa easier). It might even be nice to have a little algorithm create an arbitrary line through the new world between the first powers who own say 4 colonies in line with the Inter Caetera. Breaking a claim to piece will not immediately start a war but give the player a strong CB against the nation settling in their claim. This might be a solution to small nations colonizing the heck out of the New World as it will already be claimed by the major powers, and create a complete new level of diplomatic play between the major powers.
In EUII, one of the ToT powers could just move into a province with their shield (looked like a little core shield, but on a different map), and seize it, as we now do with colonies at war. The differences were that it could be a city, and it did not entail war, but only a CB. That's what I'd like to see in the colonial claim region. (I'd say "sphere", the natural word here, except that's already in use.)
@RedRooster: "No peace beyond the line" is precisely what we need.
Note that there's a thread for this:
http://forum.paradoxplaza.com/forum/showthread.php?626188-More-sensible-colonising-patterns