I think there's a lot that can be done with existing research by having them unlocked by the sovereign.
For example, one sovereign maybe unlocks the Raze ability so you don't have to research it. Another one you can build shards from the start with. Maybe one sovereign is very good at some profession (like green thumb), and in 1.1 buildings of that sort cost less population to maintain.
There's also a lot that can be done in tactical combat, like forcing an enemy to flee the combat, or making them lose control of the unit for a turn or two (the unit moves and attacks randomly).
Summoned units in tactical combat would be cool too, like ghost wolves or raise dead (*cough* wow reference).
I think it would be cool if some sovereigns started with a pet unit that acted like a champion - ie it starts out weak but grows as it levels. Maybe one sovereign starts with a spouse.
Maybe one sovereign can travel across mountains.
Maybe one sovereign disables the negative effects of being in hostile environments (minus defense and attack gone) - maybe another sovereign improves the bonuses in friendly territory.
Maybe one sovereign makes units in his army regenerate life faster outside combat. Maybe one sovereign can summon buildings in the wastes to protect his party/army, they would last until the sovereign left (these buildings would have bonuses like... extra defense, extra regeneration, extra sight).