1) After a new technology is researched (say, Infantry ’39), any obsolete units in the production queue (Infantry ’36) should be changed to the new technology. This is especially true with serial runs, where you can have several obsolete units queued up.
2) Redeploying troops to different armies is far too awkward to do - how about a nice simple screen for sorting your armies?
3) When making trade deals with another human player in multiplayer, the deal can be cancelled from one end, but is still in effect at the other end.
4) It should be possible to find out more about how a war is going, e.g. when the Spanish civil war breaks out, as it is not very realistic that other world leaders would be completely clueless as to what was happening.
5) You should be able to see which territories you have claims on, rather than just that you have claims on territory.
6) Mouse scroll button should be usable to zoom in/out.
7) You should be able to give support defend orders for multiple provinces, since you don't know till shortly beforehand which province the enemy is going to attack.
8) You should be able to click on the notifications shown at the bottom of the map screen for more information, e.g. I got a "Germany went with Yes in political blunder - Minister forced to resign". I want to know what the blunder was, as I would be able to from any newspaper at the time.
9) Dissent in countries should increase their susceptibility to coups/sudden change of govt. This should be worked out so that players don't just increase the dissent in order to go from democratic to authoritarian, perhaps by making the new type of government selected at random?
10) Cancelling a trade deal should give the money it costs to the other trading partner to simulate a cancellation penalty. It should however be possible to renegotiate deals, and if a satisfactory solution can't be found, they could be cancelled without penalty.
Just some ideas..