My list:
1. Please Please PLEASE focus on the diplomatic AI. This is the single most important reason why I did not enjoy E:TW, and why I did not buy N:TW. I'm aware that it's hardly a piece of cake to make a good stategic AI, and I'm not expecting to be playing against a group of computerised Bismarcks, but when compared to Paradox Games, Civilisation, Galactic Civilisations 2 etc., the diplomatic AI stands out as the primary flaw of the TW series. IMHO, this should recieve more attention than the tactical AI.
2. Trade routes where one of the things I really liked in E:TW, and I hope to see a similar mechanism implemented again in Shogun II. It'd be cool to have a little fleet of Red Seal ships zipping around to Korea, China, the Phillipines, Indonesia, other domains, etc. There should however be advantages, like higher public order, from restricting trade and imposing an isolationist policy.
3. Resist the temptation to achievement spam. I generally dislike getting achievements for things I was going to do anyway (E.g. You finished the tutorial! Have an achievement!), but if they can be used to indicate different styles of play (E.g. Win a battle of 1,000 men without entering into hand to hand combat) or amazing successes (Win a battle when outnumbered ten to one) then they add to the game.
4. The region level system for E:TW felt like Paradox's "state and province" system in Victoria taken to the extreme. Although I very much liked the idea of controlling the territory around cities as well as the cities themselves, it always felt odd to capture Paris and suddenly control the whole of France. I'm guessing this won't be as much of a problem though in SII:TW, as you will be working on the domain level.
5. Oh, and of course, please let us mod it!
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