In descending order of my degree of longing:
I wish you could talk to an NPCs even when you don't have enough money to recruit them. Ideally, the NPC would say, "I will join your kingdom for X gold," and the only response available to the player would be "Sorry, I don't have that much cash right now." As it is now, there's no way to find out how much money you need to hire someone until after you already have the necessary amount.
I wish you could assign hotkeys to tactical spells. Either that, or else assign certain spells to a "quick access tray" in the tactical battle screen. When I want to cast a fireball, I have to click the spellbook, then click on fireball, then click "cast spell" -- every time. That's a lot of clicks for something I often want to do twice per round, every round. This isn't as big an issue with strategic spells.
Whiel I'm at it, I wish you could cast a spell by double-clicking it in the spellbook.
I wish you could equip/unequip a character's items while in the shopping menu. When I upgrade a champion's weapon, I have to buy the weapon, then leave the store, then equip the new weapon, then go back in the store, then sell the old weapon. It's tedious.
I wish that when you are trading champions in the diplomacy screen, there was a way to see the champions' stats.
I wish there was a way to hide the empire tree.
I wish there was an option to have the game refrain from designing units for you.