I liked PG scenarios with very large maps and large numbers of units.
I also like "John Tiller" games from HPS simulations, whilst some think this would make the game boring, I think it accurately portrays the massive scale of fighting that occured in World War II.
Many more unit types, like the Focke Wulf 187 and a host of aircraft from Luftwaffe 46 as just one example. Modders will probably add them later anyway, more work for the programmer but a more complete game at the outset
I would also like some what-if alternate history scenarios such as "the Hilter Options" by Kenneth Macksey, "Invasion" by Kenneth Macksey, "Third Reich Victorius" edited by Peter G.Tsouras, "Rising sun Victorius" edited by Peter G. Tsouras, "Disaster at D-Day" by Peter G. Tsouras, "The Moscow Option" by David Downing. These books would provide a starting-point for a Multitude of Plausible what-if scenarios or campaigns.
A game that aslo encompasses world war one and starts from say,1900 to 1950 and beyond. I aslo wish they would design a "Hearts of Iron 2" game like above, Hearts of Iron 3 was disappointing.
Well thats my wish list, but I will keep dreaming.