The one feature I really want is better AI players don't have to cheat (as much). I know that competent AI is hard, but the one unit per tile combat system should be reasonably simple to program into the AI so that it actually withdraws injured units, fires over melee units with ranged units and so-on, as well as having it recognise bottlenecks in the terrain and good defensive positions (hills across rivers etc.).
I kind of feel like this should be the main focus, as my games of Civ V are usually a frantic race against the odds to keep pace with AI players that started with a ton of bonuses, followed by a brief period of relative balance, then boredom as I grind towards inevitable victory. I want the game to be challenging throughout without having to try to play against other people, as I prefer Marathon game lengths played solo, but the AI spoils the fun most of the time, usually requiring me to cheat (use in-game editor) so I can prop up AI players that don't seem to care about defending themselves.
In fact, the best thing about Civ V's combat system is that you can defend small civilisations really effectively, but AI players and city states make the stupidest moves, like bringing artillery out of their city and into range of something that will kill them.