When a city finishes building a structure, or a unit finishes its goto orders, the game should zoom to that unit/city and ask what you wish to do next.
Having to manually go through your units and cities each turn to check if they need new instructions is a real killer.
One of the reasons I always find it hard to tear myself away from civ, is it keeps prompting me for what to do next!
This has no doubt been said before, but it needs to be emphasized.