I like the concept of caravans traveling between your towns, generating extra revenue, etc.  I also like the idea of an enemy being able to sit in the middle of one of your trade routes in order to hamstring your economy.  What I'm not a fan of is the silly level 2 spiders attacking my caravans on every turn.  It seems a bit tedious.  Perhaps there could be an option to have them retreat/fight automatically so I don't get prompted over and over.  Also, it might be an interesting tech tree to have techs that increase their strength, defense, speed, gold/turn, etc.