I'm also waiting for the new religion system the most. Everything else is guaranteed to be good and I'm actually eager to take on the new world.
I'm just hoping that the amount of morale is increased from RTW, because the fights in the vanilla campaign were ridiculous. Oh, and it would be nice to not have one faction above them all, Rome as a faction was just too good. It had every unit imaginable except HA, ellies and chariots, plus the best frontline troops in the game, that ALSO had 2 hitpoints. I mean, c'mon, make a balanced game, not this factioncentric crap.
Oh, realistic colors would be nice too. I'm still horrified by the pink Parthians and cyan Sassanids.