1) The ability to *attempt* to avoid combat, even if I fail. Stealth is the most useful mechanic here (and in practice it's generally sufficient for me), but I would also love to be able to use other forms of subterfuge (bribery, forgery, disguise) as much as could possibly fit in the game. I can't get into roleplaying characters who have a "fight-first" mentality, or who have no moral compunctions about killing other humanoids. I don't mind being forced into those circumstances -- my characters aren't angels and I enjoy moral quandaries over killing in games -- but constantly having to kill large numbers of roving criminal bands makes me feel a little sick. I would like running away and hiding to be a potentially viable response, even if it's not always successful.
1b) Since I mentioned disguise, I would just like to say that I think this could be really fun. In Skyrim, for example, it irritated me to no end that all the guards and everyone else seemed to know that I was the Dragonborn and a member of the Thieves Guild wherever I went and there was nothing I could do about it. I would try to play those things pretty close to the vest, if I actually had any control. Things like wearing faction-specific armor should have consequences, and I would joyfully sink all kinds of time into making sure I was as anonymous as possible.
2) If we're going to end up as agents of some faction (such as the Seekers), I hope that is not a pre-given identity. I like to play characters that are at least a little oppressed (socially/economically/racially), outcast, and/or criminal. I hope that I'll be able to understand how this person from that background ends up caught up in the Inquisition. The origins in DAO were pretty sufficient for me in that regard vis a vis the Wardens, and I've suggested elsewhere career-oriented origins (smuggler vs city watch perhaps) that could be racially inclusive if the game allows for that.
3) For those characters who end up on the wrong side of the law or other power structures (whether because of criminal behavior, unauthorized magic use, or some plot-specific development perhaps related to a corrupt/oppressive/arbitrary power structure), I would really like that to have to be managed (by me, rather than a companion doing it secretly a la Varic). Perhaps bribes need to be paid, documentation stolen or destroyed, witnesses/accusers eliminated (or convinced to flee)...
This mostly comes out of my experience of feeling like I should be actively keeping Bethany's magic a secret and having no opportunities to do so, so it may not matter so much (depending on the setting and story that we're dealing with). Still, it's something I would enjoy immensely. Trying to convince Aveline to forget about some investigation or another, which she would likely have been very reluctant to do, would have been cool and an interesting source of potential conflict between us.
The world should feel dangerous in this way, and for what it's worth, I find the danger of being watched by agents of the state to be much more compelling than the danger of being attacked by bandits because I'm walking around the city at night (both have their place, but the former was extremely underused in DA2 and the latter incredibly overused, in my opinion).
4) A sense of how the economy really works. Doing tasks to get money is one thing, but I would like for earning money to feel less like a series of (im)personal favors. I could set out to build a business or a criminal empire, and the quests could be about protecting that venture rather than agreeing to do things for people who will pay me. This might be a somewhat DA2-specific issue, though, as I can imagine it could have felt forced in DAO, where you have so much more time pressure. Still, it's an idea. It may be that my desire to be a smuggler in a Bioware game so badly is infecting my judgment on the subject, though. If I had just been able to play that first year as a smuggler in Kirkwall, I might be less crazy about this. Still, I think turning to illegal activities to generate money should be more profitable than legitimate means, but should also be dangerous (see # 3). It only makes sense, right?
5) I also felt like my interactions with my companions in DA2 was a little limited, though I've been pretty comforted by the introspection I've seen about that here. If I can add one thing, though, it's that I think you need to have multiple pathways to important touchstones in your relationship with a given character.
My example here is the romance with Isabela. I hated the romance line right after Hawke and Isabela hooked up, which meant for me that I couldn't pursue that romance, even though she was maybe a better fit for my character than Merrill. But surely that single failure to ask about love isn't sufficient to dictate her entire future ability to think about a serious relationship? My character was too emotionally guarded himself at that point, but an ongoing friendship would provide opportunities to rectify that, right? I suppose I can accept that an early encounter that felt very (too?) casual would have long term consequences, but what it felt like was just that the dialogue wasn't written.
In general, I'd like the ability to be a little more circumspect and guarded at first and open up later. That's what feels real to me anyway. And subtle! Hawke's romance lines often felt either too sweet, innuendo-laden, or direct. Anyway, I'm rambling now, but hopefully some of this resonates.