Things already mentioned that I'd not like to see are:
Crappy ending: Tie up most loose ends and leave a few dangling for the next game, but tie them up in the next game. I want to care what happens at the end like when I finish a good book, not like I just “beat” the game.
Meaningless stats: I want to know what each stat is/does/affects as well as what is normal, subpar, devestatingly awesome, etc.
Pathfinding issues: NPC's should know how to walk between a few environmental items rather than walk all the way around the current map to move 4 tiles away just because there is a tree or two in the way.
Additional things I'd like to see avoided:
Static combat routines where I know strategy X against bad guy Y always wins. Give the NPCs, companion and hostiles, a decent AI routine.
Lack of respawns: like in the deep roads of DA:O. Once I cleared an area it stayed clear; I should have been swarmed by darkspawn going in and out of those areas.
Companion NPC's I'm apathetic towards. Write characters I love, write characters I hate; just don't make one I feel completely apathetic towards.
All the decent rewards go to the “good” playthrough path. Give us a good reason to play morally ambiguous and morally bankrupt characters. Furthermore make the dialogue options reflect those choices.
Changes to alignment: Just because my Rogue says how much he loves and wants to help the poor and downtrodden doesn't mean he isn't lying to save his own skin or gain influence with an NPC or Companion, so don't changing my alignment rating because of it.
Missing /False descriptions for Stats/Features/Skills or other. Don't be vague or mis-leading, just tell us what each component of our character does and means.
I don't want to have to beat the final boss, or any others. Why should we be prevented from joining the “big bad” in the world to make it even worse. Or subjgate lower level Bosses once I “beat” them. Even better why can't I become the “big bad” final boss and have some high level adventurer type characters come challenge me?