Only things that I think are major...
Is dealing with collision. Its very annoying having units run through one another or pile on a small group and wipe them out in seconds. We need some way of having a more realistic(i guess the best example is the way the total war series deals with collision/combat. That's the only thing about Total War I like better than Stronghold.
Then of course a little more unit balancing so they can be used... As they were in medieval times. Like in SHL, I'm sure back in Medieval times they didn't make clusters of 10 or 15 siege towers in one small area with crossbowmen on them. It was quiet a bit different.
Of course fixing collision might very well answer that...
Ermmmmmm... Next would be... I liked the concept of having crime, gong, and rats in SH2... And I liked how complex it all was... But the thing that sort of detracted for me personally from all the great things the game offered such as feasts, dances, jousts, fairs, and all the resource process which I'd love to see come back! Since they weren't all necessary but their should the mission or you deem them necessary... The crime, rats, and gong took away some of the shine.
Gong was a tricky matter to deal with you had to place the gong farmers just so, and sometimes I could have several in the area and its like none of them knew there was gong! Rats, were rather easy to get rid of compared to gong. So I didn't so much mind that, I wish the gong farmers were as diligent as the falcons and their handlers!
Crime... Was pretty much the other major headache. I didnt like how it took from your industries... Nor did I like the overall manner it worked. The thieves always went for the granary, I wish they'd do some robbing of peasants, workshops, and the treasury... They were very predictable... Perhaps make about 50 to 75% of crime from... Just random thieves that came into the city/castle. And the other 25 to 50% its inhabitants so it doesn't deal quite as crippling of a blow. So if their is high unemployment, you have higher crime among your citizens, where if you do not... Then your crime will be mostly rouges just passing through.
As far as single player, in my opinion it hasn't been as great as it once was. The storyline and campaign in the first game was extremely compelling as were the missions and objectives. And the difficulty kept it from getting stale and offered new challenges. So I'd really like to as Firefly is doing with Dungeon Hero, hear you tell a very good story and tell it well while sticking within the medieval mold and keeping it realistic yet entertaining.
Now as far as trails go. Crusader was a work of art. Id love to see something of that nature come out of the next Stronghold game. At least 50 or so mission... Though Id take a 1000, and play a 1000 if you'd make them.

So the more the better! Just as long as we don't lose quality for quantity in the process.
Now as far as multiplayer goes. Its great the way you have it in SH2 and SHL. Its very user friendly compared to SH1 and SHC and I'd like to see that along with a ladder or something of that nature to sort of sort the rank and file of online and breathe a tournament feel into the game, which keeps things fresh and interest high.
Lastly the AI has been... Weak. Lets be honest. Im not sure how you go about making the AI where it can build on any map... It felt in SH2 and SHL the AI was almost cheating their money didnt seem logical with their economy. So if you could make it where the AI runs through a series... So the AI looks at the terrain, it sees what it has available. There's iron and stone, little space to build. So it builds which things are more important to its survival. Such as its farms, stone for walls, and iron for weapons. Or just to sell to give the AI more money for weapons should it not have enough space or means to produce the troops it needs...
And then if the fighting is fixed as far as collision and it looks toward the manor in which our ancestors used to do battle then the AI would look to where is the weaker points and implement something along lines of realistic tactics. Humans are best with strategy, computers excel in tactics. So it needs to be set up in a manner the AI will take the bridge, or hillside. So it can gain an advantage on the terrain and protect its siege equipment as a real army would. In SHC the AI would pretty much build the equipment before the army arrived so it was easy to take care of the siege... It needs to come after or at the time of the army being there and in a logical spot.
Granted it will be hard to accomplish, but its always nice to address the major issues and look to see whats possible to do and whats a bit farfetched...
Whatever the case I'm sure I'll love the product.

I'm just glad to hear you'll be continuing the series.