I really want two things for Hearthfire:-
The ability to remove anything you have built. I realise now, after building everything in Windstad, that a nice house in Hearthfire has more to do with what you deliberately leave unbuilt rather than what you build. I really want to delete some of the stuff I built, maybe even delete an entire wing and go back to a little cottage. Related to that, I wish we had intelligent options for furniture, like the way the cottage can become an entry hall after you build a main hall (as having the original bedroom will look silly). Once you build a bedroom wing, or an alchemist wing or an enchanter's wing, there should be an option to replace your current bedroom/alchemy table/enchanter's table with another piece of a furniture like a bookshelf (why do we only get one without the library wing?) or something. Another case is the small alcove in the cellar for the vampire coffin.. if you're not a vampire and don't want the coffin, that prime spot in the cellar just looks silly and ... like there's supposed to be a secret doorway there. I spent ages trying to figure out what was supposed to be there, but of course not being a vampire the coffin option wasn't there. If I could just place a bookshelf there...
The ability to build any wing in any direction, even if it's duplicate. I'd love to build an armory and a library, but I can't. I have no interest in any of the north wing additions, so why can't I build an armory or a second library there instead? On a side note I also wish the library wasn't a tower, because houses look terrible with more than one tower, and if I built two libraries it would look hideous.That's minor, though, especially since I can't build two libraries anyway. Having 9 options for all three wings, even duplicates, will go a long way to making the houses more versatile than the 3-per-wing choice we have now.
Things which would be nice, but not essential, would be being able to choose from a few bards (maybe hire and fire until you get the one you want, or pick one specifically). I love Windstad, but my bard screeches, and I'd love to replace her with the bard from either of the other two houses. It's not essential because you don't have to ask her to sing, and she only screeches one of the songs - the others aren't that bad..

I also wish we could fire our stewards as well. Maybe later on we decide that we really fancy someone else, or that we can't stand the current one.. there's no reason why we can't just dismiss them back where they came from, but we just can't. Hearthfire is wonderful and great fun, but it's a shame that sometimes what we got (which is really nice) is overshadowed by what could have been. I'm sure some modders will be able to do most of the stuff I listed pretty soon, though!