I would Like to see :-

1) The merging of troops working better, as my game always CTD's when trying to do this.
2) The Capturing of ships needs to be fixed, as at the moment it seems really random if you get the ships or not.
3) Cavalry and spikes. I have lost many a good cavalry troop walking to close to the end of spikes!
4) After a battle and returning to the campaign map, your general dieing an 'Heroic' death even though he didn't engage in combat.
5) Sorting out the statistics at the end of battle as they seem incorrect : i.e. your general getting credited with kills even though he didn't fight.

I'm sure there are many others but if they can fix some of these it would be great