I doubt it'll be in the game, but something like
this.
Realistically I'd like to see
- Colonization being a bit slower, and AI nations focusing on one or a few areas at a time.
- A slightly deeper HRE system.
- Less fragmenting of countries, prettier borders
- Tied in with the fragmenting thing: AI better at handling revolts. In a recent quickly expanding Delhi-game I played, I spread my armies around the subcontinent and put them on AI rebel hunting mode. 1st Army would attack a nearby rebel stack. Another stack pops up --> 2nd Army marches to the 1st's position to deal with it. Rebels pop up in the 2nd Army's turf, and since they're gone it takes months for the 3rd army to show up and deal with it, and so on. Seeing that made me understand why borders inevitably end up messy as hell in EU3. And when the half of the armies are besieging the stuff they lost instead of leaving that to some, and breaking rebel sieges instead, it often gets bad.
In fact, AI improvement is the one feature I'd forgo everything else for. Most aspects of the game can be altered with mods, so if you don't like something you can usually change it. Not that easy with the AI of course. And since 99% of my time in EU3 is spent offline, it's important to have a challenging AI for warfare. For example the AI should "learn" how to deal with attrition, and how it might not be the best idea to allow us humans to divide and conquer their armies with ease every time.
- Change the ledger: Don't show exact army/fleet numbers. Use spies for that instead.
- National ideas: I really like the MMtM system for NIs, where you can pick an advanced, strong land idea only after picking several other land ideas, and the same with other "branches" like trade. You could also tie ideas/idea availability to sliders, and offer more decisions, missions and other flavour stuff based on how many land ideas a state has.
- Rank: Another MMtM system I really enjoyed was the goal of advancing from Margrave to Duke of Brandenburg, to King of Prussia, etc. A goal in many games are forming states. Title rank gives another, similar goal, or several goals depending on the start. Higher tier could simply give some prestige and diplomatic skill.