Well, quite a few things actually :
World Gen related
*Being able to place starting locations for the different civilizations.
*Get civilizations to not expand too close to each other (and even more so when humans expands).
*Possibility to edit parts of the world that has been generated right before game starts working on civs.
*Possibility to export fortresses to a new world gen (the world gen makes place for the old fortress when generating the world, orientation of the fortress might change like from N to W or S )
Fortress mode related
*Being able to make roads over larger locations linking to other towns. Might need soldiers , caravans and supplies.
*Underground tunnels connecting towns (player made).
*Being able to use larger embark sizes without crashing and at better performance.
*Temples and priests! Priests should be able to hold sermons,arrange marriages , divorces , rituals for newborn babies , funerals , handle / turn / destroy undead (Vampires , ghosts ) and be able to perform miracles from time to time such as : Ressurection , regrowth of lost limbs , holy blessings upon weapons / armors. Some minor healing would also help but should not directly interfere with medics unless the priest /priests are very powerfull. It could even be limited to certain races (elves / humans) or healing of magic related diseases only (curses and such).
Adventure mode related
*Being able to know which direction an enemy is facing. (Usefull for stealth).
*Different types of armors should affect your ability to sneak and swim. Full plate in water and you better wish you can breath underwater (should be toggable in menu).
*Being able to do anything you can do in fortress mode in adventure mode so you can actually build something if you want to.
A lot of these things have been planned, others probably not. I really hope some of this stuff gets inn after a while.