Expand magic like some of the mods
Expand the roles of the guilds, more tasks like the thieves guild.
Be able to make deals with the Idea Masters
Soul Cairn and The Lost Vale get their own map and add more quests to them.
A bandit gang (Guild) I was playing and thought this would be something that I would like to use for my evil character.
Family members replacing people killed so killing them seems worthwhile.
The original concept of friendship that was advertised but never finished
Economies, finish the code
Really we aren't going to see a major expansion pack just minor ones until the exclusivity deal is done else wise they would piss off half their fan base.
*cough* Midas Magic *cough*
Guilds do need expansion.
I have always been interested in seeing what being a bandit would be like.
About the Family Members thing, I am pretty sure it does happen but not as well as advertised.
The friendship does need to be tweaked a bit.
I know this has been said already in other places, but better marriage. It annoys me that the only reason I marry is mainly for the shopkeeper part. They need to make character's more like Serana. She actually had a purpose to marry.
off topic: Maybe Bethesda will update where Serana is marriageable when Dawnguard comes out for every system.