General gameplay :
Better AI. Guards capable of looking upwards, or able to restart machines you previously removed the whaleoil canisters from.
Maybe patrols a bit less predictable.
Gadgets for stealth-mode, there only are the sleep darts. Powers why not, even if they could use some more diversity. Skyrim got that completely useless shout which makes a location in space speak. A noise maker to derout guards from their patrol.
We can already blow the flames from some candles, but we can't interact with light at all. A better shadow/light mechanism, with the possibility to turn off lightsources, which is something quite standard in strealth games.
Choking is way too easy, especially with the Strong Arm charm - maybe a minigame or something to give them a chance and add some stress to the process. Only once did I let a guard go, because I was so damn bored with choking people I actually started pressing the "carry body" key too soon.
Possiblity to not take any weapons before attempting a mission. There is a way to sheathe the sword while keeping the power active in the left hand, but it'd be simpler to just never unsheathe it. Or assign another power to the right hand. Or keep the crossbow in left hand but get a power in right hand. You get the point

Bonus features:
A timer on the mission stats screen.
A "replay mission" with more customization, high/low chaos, powers available, etc.
Achievement for no bodie found and a new step for the Ghost achievement, which would include the "no bodies found" one.
A real "ghost" achievement where Corvo didn't even hinted at his presence, except for the mess he left his main target in. That being said, it felt very disappointing to get "Ghost" in each mission and still have people be on the lookout for a mysterious assassin, with a portrait and stuff... No one even saw me for crying out loud!
And maybe some other stuff I can't think of right now
