1) Movement.
Please move to a two-click system as seen in e.g. HoMM: first click sets the target, calculates a path and shows that path, preferably with the part doable in the first turn in a different color and with tick marks for the end of each turn. Hovering over any part of the path also shows how many turns it will take to reach that point.
Additionally, please add a "move toward the set target" command and do NOT move any unit before it has either got an explicit move command (two clicks on a (new) target or "move to set target") or during end-of-turn processing.
2) Loading
Loading a saved game is the operation with the most annoyances.
The most obvious thing is that it forgets all messages.
The most annoying thing is that it automatically moves all units along their set path before giving control to the player, contrary to the behavior during normal play - also see the "move to target" command above.
Additionally, it wastes a lot of memory (around 300M with a mostly explored large map, checked with 1.00), making the game crash after loading a few times.
And finally, there have been several reports that - at least sometimes - the AI gets to take an extra turn, and I also had that impression in a few cases where timing was critical. I guess the AI always gets an extra turn, but we players only notice that when we are in some kind of race and thus pay attention.
3) Messages
Currently the messages are just slightly better than nothing.
The "outpost destroyed" messages are even worse than useless - they tell me a very imprecise direction (certainly made worse by the large map) and nothing else. They should become normal messages and lea to the site of the destroyed outpost.
Even the normal build notices don't survive save/load (as noted above), so the only sensible time to leave the game is just before pressing end of turn. I'd like them to get saved and loaded.
Once used to go to their event, they vanish. This is annoying when I find out I need some other info before I can decide how to react, get a bit sidetracked and then have no idea where the event was.
Example: City has built something, with something more in the queue. I look around whether there are connected resources I should develop, defeat some monsters before I dare put down an outpost, search for and divert a pioneer and then have already forgotten which city that was - and since it isn't idle, I can't easily find it in the city list.
Personally I'd prefer that they get only hidden with the possibility to unhide them again - all at once or even individually from a list window.
4) Road routing
Roads should never run through a monster lair.
5) Stacking with non-enemies
It should always be possible to move into and through a tile that contains a non-enemy stack.
As a followup, the game engine should recognize two inimical stacks in the same square and initiate combat. With staggered movement it has gotten more rare, but I sometimes still see an AI player stack in the same square as a monster (I'll try to remember to save and post next time) - and maybe that check could also catch enemy units in a conquered city.