Most of the stuff on this thread appears to be subjective- objectively, Pillars of Eternity was a phenomenal renewal of the CRPG genre. Most of my original complaints about the game were addressed with content patches and WM1/2. (Weapon/Armor Variety, more useful Stronghold, unique companions and enemies, AI scripts for party members, etc.)
Companions in Pillars of Eternity were interesting- they just didn't seem to have much of an impact. Romances are a good way to do this- personally I like romance options, especially considering that you can generally just not pursue a companion romantically if you so choose. As many have said before- more inter-party interactions would be cool. Making a choice in the game that completely counters what a companion stands for should have consequences. What I'm not saying is to add an arbitrary morality system, I love that Pillars of Eternity is many shades of grey.
My only qualm with the Stronghold (while partially addressed with the Yenwood arc, and in the improvement of the "Adventure" system) was that it felt like it was only there for the sake of the stretch goal. Apart from improvements (which, given an amount of time, anyone can get all of the upgrades), there wasn't any customization. There wasn't a choice of "If I build a tower here as opposed to a tavern, it will affect me in this way" which made it feel like it wasn't *my* stronghold. In general, level-scaling is fine, and makes sense, especially at the end of the game. I did find, however, that certain enemies didn't seem to scale. An example would be final boss of WM2, which I just rolled over. While it's a little nit-picky, I found it odd that the final baddy of WM2 was less difficult than a certain fungi earlier in the expansion.
Crafting could also be improved- most notably the ability to learn/find recipes for enchantments, food, and potions. Maybe (as previously mentioned) the ability to make traps.
The last thing, also mentioned earlier in the thread, which is super nit-picky, is not being able to have a separate slot for neck jewelry and a cape/cloak.